Existence of positive definite solution to periodic Riccati differential equation (Q2745587)

This paper deals with the standard periodic Riccati differential equation. The authors present a complete necessary and sufficient condition for the existence of a Hermitian periodic positive definite (HPPD) solution. It is shown that when an HPPD solution exists, it is either unique, or else there are uncountably many such solutions. The paper extends the result of \textit{T. J. Richardson} and \textit{R. H. Kwong} [Syst. Control Lett. 7, 99-104 (1986; Zbl 0589.15009)]\ on positive solutions to algebraic Riccati equations to periodic Riccati differential equations.