A Precise Integration Algorithm for Matrix Riccati Differential Equations
Document Type
Contribution to Books
Publication Date
2001
Publication Title
Lecture Notes in Computer Science
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.
Repository Citation
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.
Original Citation
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.
DOI
10.1007/3-540-45545-0_107
Publisher's Statement
The original publication is available at www.springerlink.com
Volume
2073
