SOLUTION OF RICCATI TYPES MATRIX DIFFERENTIAL EQUATIONS USING MATRIX DIFFERENTIAL TRANSFORM METHOD

SOLUTION OF RICCATI TYPES MATRIX DIFFERENTIAL EQUATIONS USING MATRIX DIFFERENTIAL TRANSFORM METHOD

In this work, we successfully extended dimensional differential transform method (DTM), by presenting and proving some new theorems, to solve the non-linear matrix differential Riccati equations(first and second kind of Riccati matrix differential equations). This technique provides a sequence of matrix functions which converges to the exact solution of the problem. Examples show that the method is effective.

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