DIMACS TR: 2004-36

A note on the monotonicity of matrix Riccati equations

Author: Patrick De Leenheer and Eduardo Sontag

In this note we show that the flow of matrix Riccati equations is monotone. Consequently, many results for Riccati equations can be obtained easily using standard as well as more recent results from the theory of monotone systems.

Paper Available at: ftp://dimacs.rutgers.edu/pub/dimacs/TechnicalReports/TechReports/2004/2004-36.ps.gz (Also available in PDF format.)
DIMACS Home Page