Thread: solution of Riccati equation ?

1. solution of Riccati equation ?

I've used "ric_schr" instruction to solve Riccati equation. Before that, I typed on command window "help ric_schr" to get more infor about this instruction; according to matlab introduction, form of the instruction "[x1,x2,fail,reig_min,epkgdif] = ric_schr(ham,epp,balflg)", if fail = 0, the result we get from X = x2/x1 , ensure that A+RX being stable, but I'm not sure X is a positive semidefinte matrix because matlab does not refer to this ? hope someone has experience about this give me the answer ! thanks for your help ! ^ ~ ^

2. Re: solution of Riccati equation ?

Originally Posted by nqchanh
I've used "ric_schr" instruction to solve Riccati equation. Before that, I typed on command window "help ric_schr" to get more infor about this instruction; according to matlab introduction, form of the instruction "[x1,x2,fail,reig_min,epkgdif] = ric_schr(ham,epp,balflg)", if fail = 0, the result we get from X = x2/x1 , ensure that A+RX being stable, but I'm not sure X is a positive semidefinte matrix because matlab does not refer to this ? hope someone has experience about this give me the answer ! thanks for your help ! ^ ~ ^
I am not familiar with matlab ric_schr but I think the error you are getting results from instability over the domain you are considering. Have you tried to shorten the domain. Which form of Riccati equation you are workinig with. Do you have access to Harold Davis book introduction to nonlinear differential and integral equation Dover publisher. It deals with Riccati equation fairly well, among other things.