Maximal solution of a certain class of periodic Riccati differential equations
Author:
Publisher
Elsevier BV
Subject
Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory
Reference17 articles.
1. Periodicity, detectability and matrix Riccati equation;Hewer;SIAM J. Control,1975
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3. On the phase portrait of the matrix Riccati equation arising from the periodic control problem;Shayman;SIAM J. Control Optimiz.,1985
4. Analysis of the periodic Lyapunov and Riccati equations via canonical decomposition;Bittanti;SIAM J. Control Optim.,1986
5. Riccati differential equation in optimal filtering of periodic nonstabilizable systems;de Souza;Internat. J. Control,1987
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2. Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems;Systems & Control Letters;2008-03
3. A New Approach to Linearly Perturbed Riccati Equations Arising in Stochastic Control;Applied Mathematics and Optimization;1998-01-01
4. Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations;Journal of Dynamical and Control Systems;1996-10
5. Generalized Riccati difference and differential equations;Linear Algebra and its Applications;1996-07
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