Non-symmetric matrix Riccati equations (Q1891941)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-symmetric matrix Riccati equations |
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Non-symmetric matrix Riccati equations (English)
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6 June 1995
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The paper is concerned with the matrix Riccati differential equation \(W' = B_{21} + B_{22} W - WB_{11} - WB_{12}W\) considered with the corresponding algebraic Riccati equation \((W'=0)\). A fundamental representation formula is obtained, containing information on the phase portrait of the matrix equation. All constant, periodic and almost periodic solutions are described.
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matrix Riccati differential equation
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representation formula
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