Convergence properties of Riccati equation solutions
- 1 December 1968
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 13 (6) , 732-733
- https://doi.org/10.1109/tac.1968.1099051
Abstract
Existence results are developed for Riccati equations. In particular, it is shown that the existence of one solution to a Riccati equation implies the existence of a whole family of solutions whose initial condition lies in a cone determined by the initial condition associated with the known solution.Keywords
This publication has 1 reference indexed in Scilit:
- On solutions of the Riccati equation in optimization problemsIEEE Transactions on Automatic Control, 1967