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 Tr. Mat. Inst. Steklova, 2011, Volume 273, Pages 231–246 (Mi tm3278)

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

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.

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English version:
Proceedings of the Steklov Institute of Mathematics, 2011, 273, 214–228

Bibliographic databases:

Document Type: Article
UDC: 517.977

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, Tr. Mat. Inst. Steklova, 273, MAIK Nauka/Interperiodica, Moscow, 2011, 231–246; Proc. Steklov Inst. Math., 273 (2011), 214–228

Citation in format AMSBIB
\Bibitem{Led11} \by Yuri~S.~Ledyaev \paper On analytical solutions of matrix Riccati equations \inbook Modern problems of mathematics \bookinfo Collected papers. In honor of the 75th anniversary of the Institute \serial Tr. Mat. Inst. Steklova \yr 2011 \vol 273 \pages 231--246 \publ MAIK Nauka/Interperiodica \publaddr Moscow \mathnet{http://mi.mathnet.ru/tm3278} \mathscinet{http://www.ams.org/mathscinet-getitem?mr=2893548} \zmath{https://zbmath.org/?q=an:1228.93099} \elib{http://elibrary.ru/item.asp?id=16456348} \transl \jour Proc. Steklov Inst. Math. \yr 2011 \vol 273 \pages 214--228 \crossref{https://doi.org/10.1134/S0081543811040109} \isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000295982500010} 

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This publication is cited in the following articles:
1. Tarasyev A. Usova A., “Robust Methods For Stabilization of Hamiltonian Systems in Economic Growth Models”, IFAC PAPERSONLINE, 51:32 (2018), 7–12
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