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

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2 Author(s)
Fragoso, M.D. ; Nat. Lab. for Sci. Comput., Rio de Janeiro, Brazil ; de Souza, Carlos E.

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

Published in:

Decision and Control, 1991., Proceedings of the 30th IEEE Conference on

Date of Conference:

11-13 Dec 1991