Matrix Riccati Differential Equations
by
K. Rajendra Prasad
Auburn University and Andhra University

The matrix Riccati differential equation is an interesting area of current research and it appears in a number of areas like biomathematics, control engineering and multi-dimensional transport processes. In this paper, we obtain the solution of the matrix Riccati differential equation and upper and lower bounds for the solution of the general matrix Riccati differential equation. To get the solutions of the above equations, first we find the solution of the Liapunov matrix differential equation. Using quasi-linearization techniques, we convert the Riccati equations to Liapunov type matrix differential equations, and finally, we obtain the solutions of the Riccati equations.

Date received: March 31, 1999

Copyright © 1999 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cacr-46.