Numerical methods for solving Ordinary Differential Equations (ODEs) have received considerable attention in recent years. In this paper a piecewise-linearized algorithm based on Krylov subspaces for solving Initial Value ...
Differential Matrix Riccati Equations (DMREs) appear in several branches of science such as applied physics and engineering. For example, these equations play a fundamental role in control theory, optimal control, filtering ...
Differential Matrix Riccati Equations play a fundamental role in control theory, for example, in optimal
control, filtering and estimation, decoupling and order reduction, etc. In this paper a piecewise-linearized
method ...