Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions

DOI10.1007/BF01211501zbMath0801.93039OpenAlexW144121983MaRDI QIDQ1331205

Antonio Pastor, Vicente G. Hernández

Publication date: 14 August 1994

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01211501

zbMATH Keywords

monodromy matrixHamiltonian systemdifferential periodic Riccati equation

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15)

Related Items (6)

Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions ⋮ Stochastic limit-cycle oscillations of a nonlinear system under random perturbations ⋮ Convergence and existence results for continuous- and discrete-time Riccati equations ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ The iterative solution to discrete-time \(H_\infty\) control problems for periodic systems ⋮ On computing the stabilizing solution of a class of discrete‐time periodic Riccati equations

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