This paper describes an approach for solving differential Riccati equations (DRE), by means of the backward differentiation formula (BDF) and resolution of the corresponding implicit equation using Newton’s method with a ...
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 ...
Differential Riccati equations play a fundamental role in control theory, for example,
optimal control, filtering and estimation, decoupling and order reduction, etc. In this paper
several algorithms for solving differential ...
Many scientific and engineering problems are described using Ordinary Differential Equations (ODEs),
where the analytic solution is unknown. Much research has been done by the scientific community
on developing numerical ...