scholarly journals Accessibility of the matrix Riccati differential equation

PAMM ◽  
2007 ◽  
Vol 7 (1) ◽  
pp. 4130031-4130032
Author(s):  
G. Dirr ◽  
U. Helmke
1974 ◽  
Vol 10 (2) ◽  
pp. 245-253 ◽  
Author(s):  
A.N. Stokes

In the domain of real symmetric matrices ordered by the positive definiteness criterion, the symmetric matrix Riccati differential equation has the unusual property of preserving the ordering of its solutions as the independent variable changes, Here is is shown that, subject to a continuity restriction, the Riccati equation is unique among comparable equations in possessing this property.


Author(s):  
R. B. Leipnik

AbstractA canonical form of the self-adjoint Matrix Riccati Differential Equation with constant coefficients is obtained in terms of extremal solutions of the self-adjoint Matrix Riccati Algebraic (steady-state) Equations. This form is exploited in order to obtain a convenient explicit solution of the transient problem. Estimates of the convergence rate to the steady state are derived.


2011 ◽  
Vol 2-3 ◽  
pp. 801-806
Author(s):  
Xiang Lin Hou ◽  
De Sheng Huang ◽  
Cong Chen

To the matrix Riccati differential equation, based on dynamic design Variables Optimization Method, making unknown element of Riccati matrix as design variables, square sum of defined summation matrix element as objective function, a kind of new optimization Method about element of Riccati matrix orders is built. Universal program is formed. Practical examples are computed. Effectiveness is shown through result. The method is a new thinking for computing high order matrix Riccati Differential equation and obtaining control parameters.


Author(s):  
Gerhard Jank

AbstractIn the present paper, we make use of the method of asymptotic integration to get estimates on those regions in the complex plane where singularities and critical points of solutions of the Matrix-Riccati differential equation with polynomial co-efficients may appear. The result is that most of these points lie around a finite number of permanent critical directions. These permanent directions are defined by the coefficients of the differential equation. The number of singularities outside certain domains around the permanent critical directions, in a circle of radius r, is of growth O(log r). Applications of the results to periodic solutions and to the determination of critical points are given.


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