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- W2493202208 abstract "This chapter presents matrix Riccati equations applicable to systems of quadratic ordinary differential equations. It yields an exact solution. The chapter highlights that there is an exact solution available for matrix Riccati equations. If the given ordinary differential equations can be put in the form of a matrix Riccati equation, the solution can be found. Matrix Riccati equations arise naturally in a number of physical settings. The gains in a Kalman–Bucy filter satisfy a matrix Riccati equation. Also, the deflection of a beam can be described by such equations. They also appear quite often in the context of control theory and invariant embedding solutions. Kerner has also shown that nonlinear differential systems of arbitrary order, ζi = Xi(ζi, ζ2,…. ζk, t) for t = 1,2,…, k, may often be reduced to Riccati systems." @default.
- W2493202208 created "2016-08-23" @default.
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- W2493202208 date "1992-01-01" @default.
- W2493202208 modified "2023-10-03" @default.
- W2493202208 title "Matrix Riccati Equations" @default.
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- W2493202208 doi "https://doi.org/10.1016/b978-0-12-784391-9.50088-9" @default.
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