Further comments on "Eigenvector scaling in a solution of the matrix Riccati equation"
D. Vaughan, Olaf Walter · IEEE Transactions on Automatic Control · 1971
In the above correspondence,[1] Walter clarified the scaling required for validity of a certain formula for the inverse of the eigenvector matrix of a Hamiltonian matrix [1], [2]. It was further stated that this scaling must be performed to make valid recently published expressions for the time-varying solution of the matrix Riccati equation [1]. It is shown in this correspondence that the validity of the expressions for the time-varying solution of the matrix Riccati equation does not depend upon the scaling of the eigenvectors.