Article
A Precise Integration Algorithm for Matrix Riccati Differential Equations
Lecture Notes in Computer Science
Document Type
Contribution to Books
Publication Date
1-1-2001
Abstract
An efficient precise integration method for solving the matrix Riccati differential equation is described in this paper. The method is based on repeated combination of extremely small time intervals, which leads to solutions with an accuracy within the machine precision.
DOI
10.1007/3-540-45545-0_107
Publisher's Statement
The original publication is available at www.springerlink.com
Citation Information
Zhong, W. and Zhu, J. (2001). A Precise Integration Algorithm for Matrix Riccati Differential Equations. in Lecture Notes in Computer Science, LNCS 2073, 947 - 956, Springer-Verlag, Berlin.