Convergence Properties of Riccati Equation Solutions

Brian D. Anderson; Jofin B. Moore

doi:10.1109/TAC.1968.1099051

Convergence Properties of Riccati Equation Solutions

Brian D. Anderson, Jofin B. Moore

Research output: Contribution to journal › Article › peer-review

4 Citations (Scopus)

Abstract

Existence results are developed for Riccati equations. In particular, it is shown that the existence of one solution to a Riccati equation implies the existence of a whole family of solutions whose initial condition lies in a cone determined by the initial condition associated with the known solution.

Original language	English
Pages (from-to)	732-733
Number of pages	2
Journal	IEEE Transactions on Automatic Control
Volume	13
Issue number	6
DOIs	https://doi.org/10.1109/TAC.1968.1099051
Publication status	Published - Dec 1968
Externally published	Yes

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10.1109/TAC.1968.1099051

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title = "Convergence Properties of Riccati Equation Solutions",

abstract = "Existence results are developed for Riccati equations. In particular, it is shown that the existence of one solution to a Riccati equation implies the existence of a whole family of solutions whose initial condition lies in a cone determined by the initial condition associated with the known solution.",

author = "Anderson, {Brian D.} and Moore, {Jofin B.}",

year = "1968",

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AU - Moore, Jofin B.

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JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

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ER -

Convergence Properties of Riccati Equation Solutions

Abstract

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