On Symmetrization of a Two-Point Boundary Problem
Vladimir Borisovich Larin · Journal of Automation and Information Sciences · 2002
We consider a two-point boundary-value problem with non-separated boundary conditions for a homogeneous Hamiltonian system of ordinary differential equations. We propose the algorithm of factorization of the fundamental matrix of this system which is concerned with construction of a solution of the algebraic Riccati equation both for the stationary and non-stationary systems. This factorization results in the matrix which symmetrizes the relationships connecting the values of the phase vector at the beginning and end of the interval. This, in its turn, improves the conditionality of the linear system of equations which define the initial conditions.