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On analytical solutions of matrix Riccati equations. (English. Russian original) Zbl 1228.93099

Proc. Steklov Inst. Math. 273, 214-228 (2011); translation from Tr. Mat. Inst. Steklova 273, 231-246 (2011).
Summary: 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.

MSC:

93D15 Stabilization of systems by feedback
93B17 Transformations
34H05 Control problems involving ordinary differential equations
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