On the matrix Riccati equation
- 1 December 1967
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 12 (6) , 746-749
- https://doi.org/10.1109/TAC.1967.1098776
Abstract
The matrix Riccati equation and its relation to optimization, sensitivity, and stability problems in linear systems is noted. Explicit solutions are summarized for several particular cases with emphasis on direct and unified proofs. In the stationary case, a direct proof is given for the well-known relation between solutions of the Riccati differential and algebraic equations.Keywords
This publication has 3 references indexed in Scilit:
- Parameter Sensitivity in Distributive Feedback SystemsInternational Journal of Control, 1967
- Remarks on the infinite dimensional Riccati equationIEEE Transactions on Automatic Control, 1966
- A Matrix Differential Equation of Riccati TypeAmerican Journal of Mathematics, 1946