About a teachnique to solve approximately matrix differential Riccati equations

Аuthors

Orlov V. N.

Cheboksary Branch of the Russian State Social University,

e-mail: orlowvn@rambler.ru

Abstract

A technique is suggested to solve approximately matrix Riccati equations. The technique consists of approximate solution of the equations in their analyticity region and some neighborhood of moving singular solution point as well as algorithm to search the moving singular solution point with prescribed precision. This algorithm is based on necessary and sufficient existence conditions for singular solution points.

Keywords:

time-dependent matrix Riccati equations; moving singular solution point of differential equation; exact criteria (necessary and sufficient conditions); matrix norm; estimation; algorithm