A numerical solution of the matrix Riccati equations

Noh, Killion

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https://hdl.handle.net/2142/32634 Copy

Description

Title

A numerical solution of the matrix Riccati equations

Author(s)

Noh, Killion

Issue Date

1972

Keyword(s)

• Differential equations, Nonlinear -- Numerical solutions
• Matrices

Abstract

The eigenvector solution of the time-invarient matrix Riccati equation is discussed. The coefficient matrix of the canonical equation is allowed to have multiple eigenvalues, namely, the matrix could be either derogatory or defective. The solution of matrix Riccati equation is then calculated from a part of similarity transformation which should reduce the coefficient matrix to the Jordan canonical form.

Publisher

Urbana : Dept. of Computer Science, University of Illinois at Urbana-Champaign

Series/Report Name or Number

• Report No. UIUC-CAC-DN-72-24
• CAC document ; no. 024

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/32634

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:numericalsolutio00nohk
• http://www.archive.org/details/numericalsolutio00nohk

Copyright and License Information

Copyright 1972 Killion Noh

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