DocumentCode :
839811
Title :
On the finite escape phenomena for matrix Riccati equations
Author :
Sasagawa, Tetsushi
Author_Institution :
Sophia University, Tokyo, Japan
Volume :
27
Issue :
4
fYear :
1982
fDate :
8/1/1982 12:00:00 AM
Firstpage :
977
Lastpage :
979
Abstract :
We show a necessary and sufficient condition for the solution of Riccati differential equations to escape to the infinity in finite time. This implies that we obtain a necessary and sufficient condition for the existence of the solution of all time 
. This condition is given as a rank condition of the matrix which we refer to as the escape criterion matrix. This matrix consists of the equation matrices and an equilibrium point of Riccati differential equation.
. This condition is given as a rank condition of the matrix which we refer to as the escape criterion matrix. This matrix consists of the equation matrices and an equilibrium point of Riccati differential equation.Keywords :
Differential Riccati equations; Riccati equations, differential; Control systems; Differential equations; Filtering; H infinity control; Observability; Optimal control; Regulators; Riccati equations; Sufficient conditions; Symmetric matrices;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1982.1103045
Filename :
1103045
Link To Document :
