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The Periodic Riccati Equation

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The Riccati Equation

Part of the book series: Communications and Control Engineering Series ((CCE))

Abstract

The history of the time-varying Riccati equation can be traced back to Riccati’s original manuscripts of 1715–1725. Indeed, the major concern of Count Riccati was to study the problem of the separation of variables in quadratic and time-varying scalar differential equations [1]. The equation has been the subject of several contributions in the subsequent centuries. In recent times, the importance of the Riccati equation in Control, Systems, and Signals has led to the development of a considerable research activity on the subject, see e.g., [2], [3], [4] for the time-varying matrix Riccati equation.

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Authors
  1. Sergio Bittanti
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  2. Patrizio Colaneri
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  3. Giuseppe De Nicolao
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Editor information

Editors and Affiliations

  1. Dipartimento di Elettronica, Politecnico di Milano, Piazza Leonardo da Vinci 32, I-20133, Milano, Italy

    Sergio Bittanti

  2. Department of Electrical and Computer Engineering, University of California, Santa Barbara, CA, 93106, USA

    Alan J. Laub

  3. Department of Mathematics, University of Groningen, P.O. Box 800, NL-9700 AV, Groningen, The Netherlands

    Jan C. Willems

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© 1991 Springer-Verlag Berlin Heidelberg

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Bittanti, S., Colaneri, P., De Nicolao, G. (1991). The Periodic Riccati Equation. In: Bittanti, S., Laub, A.J., Willems, J.C. (eds) The Riccati Equation. Communications and Control Engineering Series. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-58223-3_6

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  • DOI: https://doi.org/10.1007/978-3-642-58223-3_6

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-63508-3

  • Online ISBN: 978-3-642-58223-3

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