Existence of positive definite solution to periodic Riccati differential equation (Q2745587)
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scientific article; zbMATH DE number 1654894
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| English | Existence of positive definite solution to periodic Riccati differential equation |
scientific article; zbMATH DE number 1654894 |
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27 February 2002
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periodic Riccati differential equation
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existence of Hermitian periodic positive definite solution
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Existence of positive definite solution to periodic Riccati differential equation (English)
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This paper deals with the standard periodic Riccati differential equation. The authors present a complete necessary and sufficient condition for the existence of a Hermitian periodic positive definite (HPPD) solution. It is shown that when an HPPD solution exists, it is either unique, or else there are uncountably many such solutions. The paper extends the result of \textit{T. J. Richardson} and \textit{R. H. Kwong} [Syst. Control Lett. 7, 99-104 (1986; Zbl 0589.15009)]\ on positive solutions to algebraic Riccati equations to periodic Riccati differential equations.
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0.8551539778709412
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0.8230113983154297
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0.8209370970726013
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0.8006379008293152
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