- 26th March 2006, 22:14 #1
## Riccati equation

Dear all

what is Riccati equation and what is its applications

- 26th March 2006, 22:14

- 31st March 2006, 04:06 #2

- Join Date
- Feb 2006
- Posts
- 81
- Helped
- 10 / 10
- Points
- 2,155
- Level
- 10

## Riccati equation

Dear friend -

It has sadly been almost a week with no response.

My only experiences with Riccati equatiions has been to do with Kalman (and Kalman/Bucy) filters ... differential or discrete (as per the application).

Riccati had several pivotal solutions to differential equations.

Can you be more specific as to what you're studying them for?

1 members found this post helpful.

- 31st March 2006, 04:06

- 31st March 2006, 08:32 #3

- Join Date
- Mar 2002
- Location
- Los Angeles (Chinese)
- Posts
- 175
- Helped
- 33 / 33
- Points
- 3,545
- Level
- 13

## Re: Riccati equation

Riccati equations are specific ODEs as the following:

dy/dx=f(x) + g(x)y + h(x)y^2.

These equations usually cannot be solved by closed forms, except for very special (f(x),g(x),h(x)).

Look at this simple equation:

dy/dx=x^2 + y^2,

which is a classical Riccati equation and has to be solved numerically.

1 members found this post helpful.

- 31st March 2006, 08:32

- 31st March 2006, 08:58 #4
## Re: Riccati equation

Thanks all

if anyone has a documents or books with more details the help will be highly appreciated, I study the Riccati equations as a part of studing the optimization techniques(the Kalman filters is an issue)

- 1st April 2006, 06:01 #5

- Join Date
- Mar 2006
- Posts
- 2
- Helped
- 1 / 1
- Points
- 1,237
- Level
- 7

## Riccati equation

Hi,

Here is a link of differential equations book with several pages dealing with Riccati eqs.

http://www.sosmath.com/diffeq/diffeq.html

1 members found this post helpful.