Title :
Nonexistence of solutions to the Riccati equation
Author_Institution :
University of California, Los Angeles, CA, USA
fDate :
8/1/1969 12:00:00 AM
Abstract :
The Riccati equation does not necessarily give a positive definite solution when the plant has finite escape time in the time interval considered.
Keywords :
Riccati equations; Frequency domain analysis; Kalman filters; Riccati equations;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099193
