Maximal symmetric periodic solution and monotonicity properties for a generalized periodic Riccati differential equation

M.D Fragoso,C.E De Souza

doi:10.1109/cdc.1991.261380

Maximal symmetric periodic solution and monotonicity properties for a generalized periodic Riccati differential equation

M.D Fragoso, C.E De Souza

https://doi.org/10.1109/cdc.1991.261380

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Publication Date: Dec 11, 1991

#Periodic Riccati Differential Equation #Symmetric Periodic Solution + Show 8 more

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Abstract

A generalized version of the well known periodic Riccati differential equation, which arises in certain optimal filtering problems for linear periodic systems, is studied. A monotonicity property for symmetry periodic equilibrium solutions and the existence of a maximal symmetric periodic equilibrium solution are established. >

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