Contributions to the study of the periodic solutions of the Riccati equation
- 1 December 1984
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
We investigate certain questions concerning the periodic structure of the matrix Riccati differential equation with constant coefficients. A closed form expression for the periodic solutions is obtained and we analyze the case involving repeated eigenvalues in the associated linear Hamiltonian system. We extend previously known results by establishing that the periodic solutions are bounded if and only if their range is controllable.Keywords
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