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A GMRES-based BDF method for solving differential Riccati equations

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A GMRES-based BDF method for solving differential Riccati equations

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Hernández García, V.; Ibáñez González, JJ.; Peinado Pinilla, J.; Arias, E. (2008). A GMRES-based BDF method for solving differential Riccati equations. Applied Mathematics and Computation. 196(2):613-626. doi:10.1016/J.Amc.2007.06.021

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/44261

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Title: A GMRES-based BDF method for solving differential Riccati equations
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Sistemas Informáticos y Computación - Departament de Sistemes Informàtics i Computació
Issued date:
Abstract:
Differential Riccati equations play a fundamental role in control theory, for example, optimal control, filtering and estimation, decoupling and order reduction, etc. The most popular codes to solve stiff differential ...[+]
Subjects: Differential Riccati equations , BDF methods , GMRES methods , Algebraic Riccati Equation
Copyrigths: Cerrado
Source:
Applied Mathematics and Computation. (issn: 0096-3003 )
DOI: 10.1016/J.Amc.2007.06.021
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.amc.2007.06.021
Type: Artículo

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