Maximal solution of a certain class of periodic Riccati differential equations

DOI10.1016/0024-3795(92)90171-6zbMath0767.93083OpenAlexW1988171346MaRDI QIDQ1187382

Carlos E. de Souza, Marcelo Dutra Fragoso

Publication date: 23 July 1992

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(92)90171-6

zbMATH Keywords

Riccati differential equationmaximal symmetric periodic equilibrium solutionoptimal filtering problems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

Related Items

Generalized Riccati difference and differential equations, Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations, Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems

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