Fliess Series Method for Riccati Differential Systems

We propose an algebraic combinatoric approach to solve matrix Riccati differential equations. Functional series solutions for matrix Riccati differential equation are computed by formal power series method using Fliess operators. Finite escape time of the Riccati differential system is determined from such series solutions. Sufficient conditions for the nonexistence of finite escape time are also presented. Results are compared with solutions obtained by numerical integration and closed form solutions when they exist.