Convergence Properties of Riccati Equation Solutions
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Anderson, Brian D.
Moore, Jofin B.
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Abstract
Existence results are developed for Riccati equations. In particular, it is shown that the existence of one solution to a Riccati equation implies the existence of a whole family of solutions whose initial condition lies in a cone determined by the initial condition associated with the known solution.
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IEEE Transactions on Automatic Control
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