The symplectic semigroup and Riccati differential equations

DOI10.1007/s10450-006-9683-8zbMath1118.49029OpenAlexW2082068673MaRDI QIDQ882655

Yongdo Lim, Jimmie D. Lawson

Publication date: 24 May 2007

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10450-006-9683-8

zbMATH Keywords

symplectic groupRiccati equationcontrol theorypositive definite operatorHamiltonian operatorLoewner orderLie semigroup

Mathematics Subject Classification ID

Geometric methods (93B27) Linear-quadratic optimal control problems (49N10) General properties and structure of real Lie groups (22E15) Attainable sets, reachability (93B03)

Related Items (6)

The Hadamard product for the weighted Karcher means ⋮ A max-plus primal space fundamental solution for a class of differential Riccati equations ⋮ Static duality and a stationary-action application ⋮ Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle ⋮ A Contraction Analysis of the Convergence of Risk-Sensitive Filters ⋮ Smooth dependence of fixed points of Hamiltonians

Cites Work

• Lie semigroups and their applications
• Lie semigroups with triple decompositions
• Lie semigroup associated to the symmetric cone
• Preserving monotonicity in the numerical solution of Riccati differential equations
• Kalman Filtering with Random Coefficients and Contractions
• On the Matrix Riccati Equation
• Invariant families of cones and Lyapunov exponents
• Phase Portrait of the Matrix Riccati Equation
• Measure theoretic entropy of the system of hard spheres
• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
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