Non-Symmetric Matrix Riccati Equations | Zendy

Gerhard Freiling | Zendy; Gerhard Jank | Zendy

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Non-Symmetric Matrix Riccati Equations

Author(s) -

Gerhard Freiling,

Gerhard Jank

Publication year - 1995

Publication title -

zeitschrift für analysis und ihre anwendungen

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.567

H-Index - 35

eISSN - 1661-4534

pISSN - 0232-2064

DOI - 10.4171/zaa/675

Subject(s) - riccati equation , algebraic riccati equation , mathematics , matrix difference equation , matrix (chemical analysis) , differential equation , linear quadratic regulator , ordinary differential equation , matrix differential equation , mathematical analysis , representation (politics) , pure mathematics , optimal control , mathematical optimization , political science , law , materials science , composite material , politics

We prove a fundamental representation formula for all solutions of the matrix Riccati dierential equation ( RDE) and of the corresponding algebraic Riccati equation (ARE). This formula contains the complete information on the phase portrait of (RDE) and on the structure of the set of all solutions of ( ARE). In particular we describe all con- stant, periodic and almost periodic solutions of (RDE). Further we give an application of the fundamental representation formula to the investigation of nonautonomous Riccati

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