On the existence of solutions of the Riccati differential equation

DOI10.1016/0167-6911(87)90041-7zbMath0644.34004OpenAlexW2032233820WikidataQ115363799 ScholiaQ115363799MaRDI QIDQ1102420

B. George

Publication date: 1987

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(87)90041-7

zbMATH Keywords

Riccati equationsLagrangian Grassmann manifoldfinite escape times

Mathematics Subject Classification ID

Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12)

Related Items (5)

Stability analysis of Riccati differential equations related to affine diffusion processes ⋮ Mean escape time of switched Riccati differential equations ⋮ Finite escapes and convergence properties of guaranteed-cost robust filters ⋮ Geometric aspects of the Riccati difference equation in the nonsymmetric case ⋮ Optimal steering for an extended class of nonholonomic systems using Lagrange functional

Cites Work

• Finite escape time for Riccati differential equations
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations

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