Method of Kronecker product to advanced type Riccati differential systems with strongly coupled quadratic terms

In this paper we consider a Riccati differential equation system of advanced type, strongly coupled in its quadratic terms. We reformulate it to a vector equation using the Kronecker product so that the successive approximation method is applicable. Finally, we study an iterative scheme for the prob...

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Veröffentlicht in:	Computers & mathematics with applications (1987) 2009-10, Vol.58 (8), p.1615-1622
Hauptverfasser:	Bahuguna, D., Ujlayan, A., Pandey, Dwijendra N.
Format:	Artikel
Sprache:	eng
Schlagworte:	Control theory Coupled quadratic term Kronecker product Riccati matrix differential system Terminal value problem
Online-Zugang:	Volltext
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Zusammenfassung:	In this paper we consider a Riccati differential equation system of advanced type, strongly coupled in its quadratic terms. We reformulate it to a vector equation using the Kronecker product so that the successive approximation method is applicable. Finally, we study an iterative scheme for the problem and obtain the error bounds for the given scheme.
ISSN:	0898-1221 1873-7668
DOI:	10.1016/j.camwa.2009.06.042