Periodic solutions of periodic Riccati equations
- 1 July 1984
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 29 (7) , 665-667
- https://doi.org/10.1109/tac.1984.1103613
Abstract
For periodically time-varying matrix Riccati equations, controllability and observability (in the usual sense) are shown to be sufficient for the existence of a unique positive definite periodic solution.Keywords
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