Improved precise integration method for differential Riccati equation

被引：0

作者：

高强 ^{[1
]}

谭述君 ^{[2
]}

钟成勰 ^{[1
]}

张洪武 ^{[1
]}

机构：

[1] State Key Laboratory of Structural Analysis for Industrial Equipment,Department of Engineering Mechanics,Faculty of Vehicle Engineering and Mechanics,Dalian University of Technology

[2] School of Aeronautics and Astronautics,Dalian University of Technology

来源：

Applied Mathematics and Mechanics(English Edition) | 2013年 / 34卷 / 01期

关键词：

differential Riccati equation(DRE); precise integration method(PIM); exponential of matrix; error analysis;

D O I：

暂无

中图分类号：

O241.8 [微分方程、积分方程的数值解法];

学科分类号：

070102 ;

摘要：

An improved precise integration method(IPIM) for solving the differential Riccati equation(DRE) is presented.The solution to the DRE is connected with the exponential of a Hamiltonian matrix,and the precise integration method(PIM) for solving the DRE is connected with the scaling and squaring method for computing the exponential of a matrix.The error analysis of the scaling and squaring method for the exponential of a matrix is applied to the PIM of the DRE.Based on the error analysis,the criterion for choosing two parameters of the PIM is given.Three kinds of IPIMs for solving the DRE are proposed.The numerical examples show that the IPIM is stable and gives the machine accuracy solutions.

引用

页码：1 / 14

页数：14

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