Title :
The asymptotic behavior of constant-coefficient Riccati differential equations
Author :
Kailath, T. ; Ljung, L.
Author_Institution :
Stanford University, Stanford, CA, USA
fDate :
6/1/1976 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101225
