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Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

Hai-Jun Peng, Zhi-Gang Wu, Wan-Xie Zhong. Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations. J. Computational Applied Mathematics, 235(12):3571-3588, 2011. [doi]

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