Applied result detail

Riccati ODE solver

NOVÁK, M.; HALFAROVÁ, H.; KŘEHLÍK, Š.

Original Title

Riccati ODE solver

English Title

Riccati ODE solver

Type

Software

Abstract

Riccati differential equation and its generalized forms are a highly significant class of nonlinear ordinary differential equations. Riccati differential equations appear in classical problems of variational calculus and in the associated disciplines of optimal control and filtering. The Riccati ODE solver gives a step-by-step solution (both general and particular) of Riccati differential equations. The transformation to the Bernoulli differential equation is used. Both types of solutions are visualized.

Abstract in English

Riccati differential equation and its generalized forms are a highly significant class of nonlinear ordinary differential equations. Riccati differential equations appear in classical problems of variational calculus and in the associated disciplines of optimal control and filtering. The Riccati ODE solver gives a step-by-step solution (both general and particular) of Riccati differential equations. The transformation to the Bernoulli differential equation is used. Both types of solutions are visualized.

Keywords

optimal control theory, Riccatiho diferenciální rovnice, variational calculus

Key words in English

optimal control theory, Riccatiho diferenciální rovnice, variational calculus

Location

Server UMAT FEKT VUT v Brně, Technická 8, 616 00 Brno

Possibilities of use

only the provider uses the result

Licence fee

Use of the result by another entity is possible without acquiring a license in some cases

www

http://matika.umat.feec.vutbr.cz/software/maplenet/RiccatiODE.html