A note on the maximum solutions of riccati equations |
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Authors: | Mao-Lin Ni |
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Affiliation: | a Beijing Institute of Control Engineering, P.O. Box 2729, Beijing 100080, P. R. China, China |
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Abstract: | A property of the maximum solutions of Riccati equations was discussed by Kawasaki and Shimemura (Automatica, 19, 557–560, 1983). While we maintain their result is correct, their proof is incomplete. The focus of this paper is to rigorously substantiate their claim. Also, a more general property of the maximum solutions of Riccati equations is proposed and proven. |
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Keywords: | Riccati equation stability pole placement optimal regulators |
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