A canonical form and solution for the matrix Riccati differential equation
1985 ◽
Vol 26
(3)
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pp. 355-361
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Keyword(s):
The Self
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AbstractA canonical form of the self-adjoint Matrix Riccati Differential Equation with constant coefficients is obtained in terms of extremal solutions of the self-adjoint Matrix Riccati Algebraic (steady-state) Equations. This form is exploited in order to obtain a convenient explicit solution of the transient problem. Estimates of the convergence rate to the steady state are derived.
1974 ◽
Vol 10
(2)
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pp. 245-253
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2011 ◽
Vol 44
(1)
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pp. 14556-14561
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1992 ◽
Vol 29
(6)
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pp. 1648-1693
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1973 ◽
Vol 28
(3)
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pp. 89-131
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1973 ◽
Vol 18
(1)
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pp. 71-73
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1992 ◽
Vol 34
(1)
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pp. 112-131