Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations
نویسندگان
چکیده
منابع مشابه
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Matrix Riccati Differential Equations (MRDEs) are initial value problems of the form: X 0 1⁄4 A21 XA11 þ A22X XA12X; Xð0Þ 1⁄4 X0: These equations arise frequently throughout applied mathematics, science, and engineering. It can happen that even when the Aij are smooth functions of t or constant, the solution X may have a singularity or even infinitely many singularities. This paper shows severa...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2011
ISSN: 0377-0427
DOI: 10.1016/j.cam.2011.02.011