• DocumentCode
    821343
  • Title

    The asymptotic behavior of constant-coefficient Riccati differential equations

  • Author

    Kailath, T. ; Ljung, L.

  • Author_Institution
    Stanford University, Stanford, CA, USA
  • Volume
    21
  • Issue
    3
  • fYear
    1976
  • fDate
    6/1/1976 12:00:00 AM
  • Firstpage
    385
  • Lastpage
    388
  • Abstract
    A simple and self-contained proof is given of a general theorem on the convergence of a constant coefficient Riccati differential equation to a unique limiting value. In particular our result, which includes (strictly) previous results, does not require any analysis of the algebraic Riccati equation.
  • Keywords
    Differential Riccati equations; Riccati equations, differential; Automatic control; Differential equations; Filtering; Helium; Information systems; Kalman filters; Laboratories; Military computing; Riccati equations; Symmetric matrices;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1976.1101225
  • Filename
    1101225
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=821343