Abstract
In this note, we show that under certain assumptions the scalar Riccati differential equation x′=a(t)x+b(t)x 2+c(t) with periodic coefficients admits at least one periodic solution. Also, we give two illustrative examples in order to indicate the validity of the assumptions.
Similar content being viewed by others
References
Agahanjanc, R.E.: On periodic solutions of the Riccati equation. Vestn. Leningrad. Univ. 16(19), 153–156 (1961)
Bittanti, S.: Deterministic and stochastic linear periodic systems. In: Time Series and Linear Systems, ix. Lecture Notes in Control and Information Science, vol. 86, pp. 141–182. Springer, Berlin (1986)
Bittanti, S., Colaneri, P., De Nicolao, G.: The periodic Riccati equation. In: The Riccati Equation. Communication and Control Engineering Series, pp. 127–162. Springer, Berlin (1991)
Bittanti, S., Colaneri, P., De Nicolao, G., Guardabassi, G.O.: Periodic Riccati equation: existence of a periodic positive semidefinite solution. In: Proceedings of the IEEE Conference on Decision and Control Including the Symposium on Adaptive Pro, pp. 293–294 (1987)
Bittanti, S., Colaneri, P., Guardabassi, G.O.: Periodic solutions of periodic Riccati equations. IEEE Trans. Autom. Control 29(7), 665–667 (1984)
Bolzern, P., Colaneri, P.: The periodic Lyapunov equation. SIAM J. Matrix Anal. Appl. 9(4), 499–512 (1988)
Colaneri, P.: Continuous-time periodic systems in H 2 and H ∞, I. Theoretical aspects. Kybernetika 36(2), 211–242 (2000)
Colaneri, P.: Continuous-time periodic systems in H 2 and H ∞, II. State feedback problems. Kybernetika 36(2), 329–350 (2000)
de Souza, C.E.: Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations. Int. J. Control 50(3), 731–742 (1989)
Kalman, R.E., Ho, Y.C., Narendra, K.S.: Controllability of linear dynamical systems. Contrib. Differ. Equ. 1, 189–213 (1963)
Kreyszig, E.: Introductory Functional Analysis with Applications. Wiley, New York (1989)
Loščinin, V.S.: Periodic solutions of Riccati’s equation. Balašov. Gos. Ped. Inst. Učen. Zap. 10, 41–50 (1963)
Meĺnikov, Y.A.: Green’s Functions in Applied Mechanics. Topics in Engineering, vol. 27. Computational Mechanics, Southampton (1995)
Qin, Y.S.: Periodic solutions of Riccati’s equation with periodic coefficients. Kexue Tongbao 24(23), 1062–1066 (1979)
Reid, W.T.: Riccati Differential Equations. Mathematics in Science and Engineering, vol. 86. Academic Press, New York (1972)
Shayman, M.A.: On the phase portrait of the matrix Riccati equation arising from the periodic control problem. SIAM J. Control Optim. 23(5), 717–751 (1985)
Tang, F.: The periodic solutions of Riccati equation with periodic coefficients. Ann. Differ. Equ. 13(2), 165–169 (1997)
Zhao, H.Z.: The periodic solutions of Riccati equation with periodic coefficients. Ann. Differ. Equ. 7(4), 492–495 (1991)
Author information
Authors and Affiliations
Corresponding author
Additional information
The research of M.R. Pournaki and A. Razani was in part supported by a grant from IPM (Nos. 86200111 and 86340022).
Rights and permissions
About this article
Cite this article
Mokhtarzadeh, M.R., Pournaki, M.R. & Razani, A. A note on periodic solutions of Riccati equations. Nonlinear Dyn 62, 119–125 (2010). https://doi.org/10.1007/s11071-010-9703-9
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11071-010-9703-9