The geometry of the riccati equation

1 January 1975

journal article
research article
Published by Taylor & Francis in Stochastics

Vol. 1 (1-4) , 129-149
https://doi.org/10.1080/17442507308833105

Abstract

A theory for the determination of all symmetric solutions of the Riccati equation is presented, based on a generalized version of the Bass–Roth theorem. Further disconjugacy results for a general variational problem are given.

Keywords

This publication has 8 references indexed in Scilit:

On the matrix riccati equation
Information Sciences, 1971
Least squares stationary optimal control and the algebraic Riccati equation
IEEE Transactions on Automatic Control, 1971
Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
SIAM Journal on Mathematical Analysis, 1970
On a Matrix Riccati Equation of Stochastic Control
SIAM Journal on Control, 1968
On an iterative technique for Riccati equation computations
IEEE Transactions on Automatic Control, 1968
Determination of the inertia of a partitioned Hermitian matrix
Linear Algebra and its Applications, 1968
Matrix Quadratic Solutions
SIAM Journal on Applied Mathematics, 1966
New Results in Linear Filtering and Prediction Theory
Journal of Basic Engineering, 1961