@article{Woolfson:1995:10.1002/cnm.1640110105,
author = {Woolfson, MS and Hui, SYR},
doi = {10.1002/cnm.1640110105},
journal = {Communications in Numerical Methods in Engineering},
pages = {25--32},
title = {Solution of the differential Riccati equation using the transmission line modelling (TLM) technique},
url = {http://dx.doi.org/10.1002/cnm.1640110105},
volume = {11},
year = {1995}
}

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TY  - JOUR
AB  - In this communication, the application of the transmission line modelling (TLM) technique to the solution of the differential Riccati equation is described. A comparison is made between the TLM, fourthorder RungeKutta and the firstorder Gear methods, for the case where one is applying the Kalman filter to the estimation of a voltage in a passive analogue circuit. In the particular example studied, the state equation is secondorder. It is found that, when the system is underdamped, the fourthorder RungeKutta method has the best performance, followed by the TLM method. When the system is overdamped and stiff, the TLM method yields results that are closest to the analytical solution. Finally, a discussion is presented of the effects of errors in the TLM solution of the Riccati equation on the accuracy of the solution to the continuous Kalman filter estimation equation. Copyright © 1995 John Wiley & Sons, Ltd
AU  - Woolfson,MS
AU  - Hui,SYR
DO  - 10.1002/cnm.1640110105
EP  - 32
PY  - 1995///
SN  - 1069-8299
SP  - 25
TI  - Solution of the differential Riccati equation using the transmission line modelling (TLM) technique
T2  - Communications in Numerical Methods in Engineering
UR  - http://dx.doi.org/10.1002/cnm.1640110105
VL  - 11
ER  - 

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