ASCHUR METHOD FOR THE SOLUTION OFTHE MATRIX RlCCATI EQUATION
Mohsen Razzaghi · 1997
This paper is concerned with an analytic solution of the finite-time matrix Riccati equa- tion. The solution to the Riccati equation is given in terms of multiple of two matrices. These matrices are found using a Schur-type decomposition for Hamiltonian matrices. Simple examples illustrating the method are presented.