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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2011, Volume 273, Pages 231–246 (Mi tm3278)  
This article is cited in 9 scientific papers (total in 9 papers)

On analytical solutions of matrix Riccati equations

Yuri S. Ledyaevab

a Steklov Mathematical Institute, Russian Academy of Sciences, Moscow, Russia
b Department of Mathematics, Western Michigan University, Kalamazoo, MI, USA
Full-text PDF (201 kB) Citations (9)
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Abstract: Matrix Riccati equations appear in numerous applications, especially in control engineering. In this paper we derive analytical formulas for exact solutions of algebraic and differential matrix Riccati equations. These solutions are expressed in terms of matrix transfer functions of appropriate linear dynamical systems.
Received in February 2011
English version:
Proceedings of the Steklov Institute of Mathematics, 2011, Volume 273, Pages 214–228
DOI: https://doi.org/10.1134/S0081543811040109
Bibliographic databases:
Document Type: Article
UDC: 517.977
Language: Russian
Citation: Yuri S. Ledyaev, “On analytical solutions of matrix Riccati equations”, Modern problems of mathematics, Collected papers. In honor of the 75th anniversary of the Institute, Trudy Mat. Inst. Steklova, 273, MAIK Nauka/Interperiodica, Moscow, 2011, 231–246; Proc. Steklov Inst. Math., 273 (2011), 214–228
Citation in format AMSBIB
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\paper On analytical solutions of matrix Riccati equations
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\bookinfo Collected papers. In honor of the 75th anniversary of the Institute
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\pages 231--246
\publ MAIK Nauka/Interperiodica
\publaddr Moscow
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    • This publication is cited in the following 9 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Труды Математического института имени В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
     
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