Geodesic
On analytical solutions of matrix Riccati equations
Informatics and Automation, Modern problems of mathematics, Tome 273 (2011), pp. 231-246.

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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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Yuri S. Ledyaev. On analytical solutions of matrix Riccati equations. Informatics and Automation, Modern problems of mathematics, Tome 273 (2011), pp. 231-246. http://geodesic.mathdoc.fr/item/TRSPY_2011_273_a9/

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