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On the periodic solutions of the Matrix Riccati equation

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Abstract

We investigate the structure of the periodic orbits of timeinvariant matrix Riccati equations. Matrix Riccati equations are of critical importance in control, estimation, differential games, scattering theory, and in several other applications. It is therefore important to understand the principal features of the phase portraits of Riccati equations, such as the existence and structure of periodic solutions.

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  1. Department of Systems Science and Mathematics, Washington University, St. Louis, MO, USA

    Mark A. Shayman

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  1. Mark A. Shayman
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Shayman, M.A. On the periodic solutions of the Matrix Riccati equation. Math. Systems Theory 16, 267–287 (1983). https://doi.org/10.1007/BF01744580

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  • DOI: https://doi.org/10.1007/BF01744580

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