Existence of Solutions of Riccati Differential Equations

被引:12
|
作者
Kilicaslan, Sinan [1 ,2 ]
Banks, Stephen P. [2 ]
机构
[1] Gazi Univ, Dept Mech Engn, Fac Engn, TR-06570 Ankara, Turkey
[2] Univ Sheffield, Dept Automat Control & Syst Engn, Sheffield S1 3JD, S Yorkshire, England
关键词
POSITIVE-DEFINITE SOLUTIONS; TIME;
D O I
10.1115/1.4005496
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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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页数:11
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