On the matrix Riccati equation
W. Porter · IEEE Transactions on Automatic Control · 1967
The matrix Riccati equation and its relation to optimization, sensitivity, and stability problems in linear systems is noted. Explicit solutions are summarized for several particular cases with emphasis on direct and unified proofs. In the stationary case, a direct proof is given for the well-known relation between solutions of the Riccati differential and algebraic equations.