Published January 1, 2012
| Version v1
Journal article
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Existence of Solutions of Riccati Differential Equations
Creators
- 1. Univ Sheffield, Dept Automat Control & Syst Engn, Sheffield S1 3JD, S Yorkshire, England
Description
A necessary condition for the existence of the solution of the Riccati differential equation for both linear, time varying systems and nonlinear systems is introduced. First, a necessary condition for the existence of the solution of the Riccati differential equation for linear, time varying systems is proposed. Then, the sufficient conditions to satisfy the necessary condition are given. After that, the existence of the solution of the Riccati differential equation is generalized for nonlinear systems. [DOI: 10.1115/1.4005496]
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