The Periodic Riccati Equation

Abstract

The history of the time-varying Riccati equation can be traced back to Riccati’s original manuscripts of 1715–1725. Indeed, the major concern of Count Riccati was to study the problem of the separation of variables in quadratic and time-varying scalar differential equations [1]. The equation has been the subject of several contributions in the subsequent centuries. In recent times, the importance of the Riccati equation in Control, Systems, and Signals has led to the development of a considerable research activity on the subject, see e.g., [2], [3], [4] for the time-varying matrix Riccati equation.