Asymptotic behavior of solutions of nonautonomeous Riccati equations

  • J. Komorník
Optimal Control: Ordinary And Delay Differential Equations
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 22)


The asymptotic behavior of the of a matrix Riccati equations is considered. The right-end asymptotic behavior is motivated by the linear-quadratic control problem. The left-end asymptotic behavior is motivated by the problem of filtering (according to Kalman-Bucy) which is equivalent to the dual linear-quadratic problem with inverse time.


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Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • J. Komorník
    • 1
  1. 1.Department of Probability Theory and Mathematical StatisticsComenius UniversityBratislavaCzechoslovakia

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