Open AccessA multistage successive approximation method for Riccati differential equations
Author(s) -
Petrus Setyo Prabowo,
Sudi Mungkasi
Publication year - 2021
Publication title -
bulletin of electrical engineering and informatics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.251
H-Index - 12
ISSN - 2302-9285
DOI - 10.11591/eei.v10i3.3043
Subject(s) - piecewise , mathematics , riccati equation , differential equation , differential (mechanical device) , shaping , algebraic riccati equation , mathematical optimization , mathematical analysis , aerospace engineering , electronic engineering , engineering
Riccati differential equations have played important roles in the theory and practice of control systems engineering. Our goal in this paper is to propose a new multistage successive approximation method for solving Riccati differential equations. The multistage successive approximation method is derived from an existing piecewise variational iteration method for solving Riccati differential equations. The multistage successive approximation method is simpler in terms of computing implementation in comparison with the existing piecewise variational iteration method. Computational tests show that the order of accuracy of the multistage successive approximation method can be made higher by simply taking more number of successive iterations in the multistage evolution. Furthermore, taking small size of each subinterval and taking large number of iterations in the multistage evolution lead that our proposed method produces small error and becomes high order accurate.