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Posted: **Wed May 11, 2022 9:37 pm**

: Exercise 6 1 Let X T Y T Be Nxn Matrices Satisfying The Linear Differential Equation Ht With The Boundary 1 (43.74 KiB) Viewed 22 times

: Exercise 6 1 Let X T Y T Be Nxn Matrices Satisfying The Linear Differential Equation Ht With The Boundary 2 (13.56 KiB) Viewed 22 times

: Exercise 6 1 Let X T Y T Be Nxn Matrices Satisfying The Linear Differential Equation Ht With The Boundary 3 (7.92 KiB) Viewed 22 times

: Exercise 6 1 Let X T Y T Be Nxn Matrices Satisfying The Linear Differential Equation Ht With The Boundary 4 (2.93 KiB) Viewed 22 times

Exercise 6.1 Let X(t), Y(t) be nxn matrices satisfying the linear differential equation “) = Ht) (*) = with the boundary condition X(t1) = 1, Y(t1) = -2M, where H(t) is defined in (6.7). Check that the matrix P(t) y (1)X-1() (6.15) satisfies the RDE (6.14) and the boundary condition (6.11).

(3) = ( = Alt) {B(t)R-'(t)BT (t) 2Q(t) - AT (+) ***) (*) =: : H(t) (6.7)

P(t) = = P(t)A(t) A7 (t)P(t) Q(t) | P(t)B(t)R-1(t)BF(t)P(t) AT (BRt (6.14)

P(ti) = M. (6.11)