A Resolution Method for Riccati Differential Systems Coupled in Their Quadratic Terms
Lucas Jódar, Hisham Abou‐Kandil · SIAM Journal on Mathematical Analysis · 1988
By means of algebraic transformations a Riccati differential matrix system coupled in its quadratic terms is reduced to another one for which the successive approximation method is available. An iterative algorithm for solving the problem and an error upper bound for the approximation are given.