Geodesic
On analytical solutions of matrix Riccati equations
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Modern problems of mathematics, Tome 273 (2011), pp. 231-246

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{TM_2011_273_a9,
     author = {Yuri S. Ledyaev},
     title = {On analytical solutions of matrix {Riccati} equations},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {231--246},
     publisher = {mathdoc},
     volume = {273},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_2011_273_a9/}
}
TY  - JOUR
AU  - Yuri S. Ledyaev
TI  - On analytical solutions of matrix Riccati equations
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2011
SP  - 231
EP  - 246
VL  - 273
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TM_2011_273_a9/
LA  - ru
ID  - TM_2011_273_a9
ER  - 
%0 Journal Article
%A Yuri S. Ledyaev
%T On analytical solutions of matrix Riccati equations
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2011
%P 231-246
%V 273
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TM_2011_273_a9/
%G ru
%F TM_2011_273_a9
Yuri S. Ledyaev. On analytical solutions of matrix Riccati equations. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Modern problems of mathematics, Tome 273 (2011), pp. 231-246. http://geodesic.mathdoc.fr/item/TM_2011_273_a9/