Title :
Boundary problems and periodic Riccati equations
Author :
HernÁndez, V. ; JÓdar, L.
Author_Institution :
Politechnical University, Valencia, Spain
fDate :
11/1/1985 12:00:00 AM
Abstract :
We consider the resolution problem of a periodic Riccati equation from the point of view of a generalized boundary problem that lets us reduce the differential problem to an algebraic equation of Riccati type. Sufficient conditions for the existence and calculus of special types of solutions are given.
Keywords :
Differential Riccati equations; Periodic functions; Riccati equations, differential; Automatic control; Calculus; Controllability; Differential algebraic equations; Eigenvalues and eigenfunctions; Information science; Kalman filters; Riccati equations; Stochastic processes; Time varying systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1103831