ISSN:
1573-8698
Keywords:
34K
;
Continuous-time
;
Riccati equations
;
discrete-time Riccati equations
;
generalized Riccati equations
;
algebraic Riccati equations
;
Riccati inequalities
;
comparison theorems
;
global existence of solutions
Source:
Springer Online Journal Archives 1860-2000
Topics:
Electrical Engineering, Measurement and Control Technology
Notes:
Abstract We present comparison and global existence theorems for solutions of generalized matrix Riccati differential and difference equations. Moreover we obtain existence and comparison results for the maximal solutions of the corresponding generalized algebraic Riccati equations. For the symplectic matrix Riccati differential equation we derive sufficient conditions ensuring the global existence of the solutions of the corresponding initial value problems.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02254701
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