Browsing Department of Mathematics by Author "Garrett, Charles K."
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Numerical Integration Of Matrix Riccati Differential Equations With Solution Singularities
Garrett, Charles K. (Mathematics, 2013-07-22)A matrix Riccati differential equation (MRDE) is a quadratic ODE of the form X' = A₂₁ + A₂₂X - XA₁₁ - XA₁₂X ; where X is a function of t with X : R Rnxm and the Aij's are constant or functions of t with matrix sizes ...