On closed form solutions for the differential matrix Riccati equation problem |
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Authors: | Incertis F. |
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Affiliation: | IBM Scientific Center, Madrid, Spain; |
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Abstract: | A new formulation of the differential matrix Riccati equation is presented and a closed analytical solution is obtained under the hypothesis that certain commutativity conditions are fulfilled on a transformed space. The formulation generalizes the results of [1] on algebraic equations to differential matrix Riccati equations. To illustrate the usefulness of the method, a closed analytical solution of the differential matrix Riccati equation is obtained inR^{2 times 2}. |
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