SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations

2016 ◽  
Vol 89 (7) ◽  
pp. 1396-1405 ◽  
Author(s):  
Sergei V. Gusev ◽  
Anton S. Shiriaev ◽  
Leonid B. Freidovich
Author(s):  
David A. Sánchez

SynopsisSeveral formulas are developed which can be used to determine constant solutions and the possible periods of periodic solutions (if any) of autonomous homogeneous matrix Riccati differential equations. These formulas are used to analyse some 2 × 2 cases, as well as to discuss the existence of periodic solutions under weak periodic forcing.


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