Approximate solutions with a priori error bounds for continuous coefficient matrix Riccati equations

In this paper, the exact solution of the nonsymmetric matrix Riccati equati on with continuous coefficients is approximated using Fer's approximations of the associated underlying linear system. Given an admissible error epsil on > 0, the order n of Fer's truncation is determined so that in the previo usly guaranteed existence interval, the error of the approximated solution is less than epsilon. Some qualitative properties of the Fer's approximatio ns are given and illustrative examples are included. (C) 2000 Elsevier Scie nce Ltd. All rights reserved.