DIMACS TR: 2004-36
A note on the monotonicity of matrix Riccati equations
Author: Patrick De Leenheer and Eduardo Sontag
ABSTRACT
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.
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