Non-symmetric matrix Riccati equations
The paper is concerned with the matrix Riccati differential equation \(W' = B_{21} + B_{22} W - WB_{11} - WB_{12}W\) considered with the corresponding algebraic Riccati equation \((W'=0)\). A fundamental representation formula is obtained, containing information on the phase portrait of the matrix equation. All constant, periodic and almost periodic solutions are described.
scientific article; zbMATH DE number 761123
scientific article