Articles

Improved precise integration method for differential Riccati equation

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  • 1. State Key Laboratory of Structural Analysis for Industrial Equipment, Department of Engineering Mechanics, Faculty of Vehicle Engineering and Mechanics, Dalian University of Technology, Dalian 116024, Liaoning Province, P. R. China;
    2. School of Aeronautics and Astronautics, Dalian University of Technology, Dalian 116024, Liaoning Province, P. R. China

Received date: 2012-09-20

  Revised date: 2012-10-18

  Online published: 2013-01-03

Supported by

the National Natural Science Foundation of China (Nos. 10902020 and 10721062)

Abstract

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.

Cite this article

Qiang GAO;Shu-jun TAN;Wan-xie ZHONG;Hong-wu ZHANG . Improved precise integration method for differential Riccati equation[J]. Applied Mathematics and Mechanics, 2013 , 34(1) : 1 -14 . DOI: 10.1007/s10483-013-1648-8

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