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Title: Existence conditions for stabilizing and antistabilizing solutions to the nonautonomous matrix Riccati differential equation (English)
Author: Vojtenko, Sergej S.
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 23
Issue: 1
Year: 1987
Pages: 32-43
Category: math
MSC: 34A12
MSC: 34A34
MSC: 34D05
MSC: 49D15
MSC: 93D20
idZBL: Zbl 0623.34006
idMR: MR883905
Date available: 2009-09-24T17:57:53Z
Last updated: 2012-06-05
Stable URL:
Reference: [1] W. T. Reid: Riccati Differential Equations.Academic Press, New York 1972. Zbl 0254.34003, MR 0357936
Reference: [2] W. A. Coppel: Disconjugacy.Springer-Verlag, New York 1971. Zbl 0224.34003, MR 0460785
Reference: [3] J. C. Willems: Least squares stationary optimal control and the algebraic Riccati equation.IEEE Trans. Automat. Control 16 (1971), 621-634. MR 0308890
Reference: [4] V. Kučera: A review of the matrix Riccati equation.Kybernetika 9 (1973), 42-61. MR 0328180
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Reference: [8] R. E. Reid, al.: An optimal controller arising from minimization of a quadratic performance criterion of indefinite form.IEEE Trans. Automat. Control 28 (1983), 985-987. Zbl 0515.93026
Reference: [9] V. I. Zubov: Theory of optimal control.Sudostroenie, Leningrad 1966. In Russian.
Reference: [10] V. I. Zubov: Lections in control theory.Nauka, Moscow 1975. In Russian. MR 0406585
Reference: [11] D. L. Kleinman: On an iterative technique for Riccati equation computation.IEEE Trans. Automat. Control 13 (1968), 114-115.
Reference: [12] W. M. Wonham: On a matrix Riccati equation of stochastic control.SIAM J. Control 6 (1968), 681-697. MR 0239161
Reference: [13] M. Jamshidi: An overview of the solutions of the algebraic Riccati equation and related problems.Large Scale Systems 1 (1980), 167-192. MR 0617986
Reference: [14] S. S. Vojtenko, E. J. Smirnov: Theory of optimal stabilization.Leningrad university, Leningrad 1983. In Russian.
Reference: [15] S. S. Vojtenko: Universal iterative algorithm for the construction of maximal and minimalbounded solutions of the matrix Riccati equations.In: Algorithmy-85, zborník prednášek 8. sympozia o algorithmach, Vysoké Tatry -Štrbské Pleso, April 15-19, 1985, pp. 338-342.


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