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Some properties of global solution of scalar Riccati equation are studied. On the basis of these properties using the Whiburn's and Leighton - Nehary's theorems some oscillatory and criteria are proved for second order linear systems of…
In this paper we propose and solve a generalization of the Bernoulli Differential Equation, by means of a generalized fractional derivative. First we prove a generalization of Gronwall's inequality, which is useful for studying the…
Some twenty years ago we introduced a nonstandard matrix Riccati equation to solve the partial stochastic realization problem. In this paper we provide a new derivation of this equation in the context of system identification. This allows…
The linearization of a quadratic form gives rise to a Clifford algebra structure, as seen in Dirac's factorization of the d'Alembert operator. A similar structure known as a generalized Clifford algebra arises from the continuation of this…
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccati equation arising from the solution of the classic infinite-horizon linear quadratic control problem. In particular, a geometric analysis…
The Riccati inequality and equality are studied for infinite dimensional linear discrete time stationary systems with respect to the scattering supply rate. The results obtained are an addition to and based on our earlier work on the…
Spectrum of the Dirac Equation is obtained algebraically for arbitrary combination of Lorentz-scalar and Lorentz-vector Coulomb potentials using the Witten's Superalgebra approach. The result coincides with that, known from the explicit…
The dynamical law obeyed by the one-dimensional physical systems in the scale relativity approach is reduced to a Riccati nonlinear differential equation. Applied to the harmonic oscillator potential, we show that such an approach permits…
It is a classical result that the absolute value of any $k$-minor of an $r\times s$ real or complex matrix is bounded by the product of its first $k$ singular values. We generalize this statement to the context of real or complex simple…
In three-dimensional Euclidean geometry, the scalar product produces a number associated to two vectors, while the vector product computes a vector perpendicular to them. These are key tools of physics, chemistry and engineering and…
Some global existence criteria for quaternionic Riccati equations are established. Two of them are used to prove a completely non conjugation theorem for solutions of linear systems of ordinary differential equations.
A novel recipe for exactly solving in finite terms a class of special differential Riccati equations is reported. Our procedure is entirely based on a successful resolution strategy quite recently applied to quantum dynamical time-dependent…
Applying the resolution-scale relativity principle to develop a mechanics of non-differentiable dynamical paths, we find that, in one dimension, stationary motion corresponds to an Ito process driven by the solutions of a Riccati equation.…
The Hirota bilinear difference equation is generalized to discrete space of arbitrary dimension. Solutions to the nonlinear difference equations can be obtained via B\"acklund transformation of the corresponding linear problems.
We introduce the notion of Differential Sequences of ordinary differential equations. This is motivated by related studies based on evolution partial differential equations. We discuss the Riccati Sequence in terms of symmetry analysis,…
We derive some analytic closed-form solutions for a class of Riccati equation y'(x)-\lambda_0(x)y(x)\pm y^2(x)=\pm s_0(x), where \lambda_0(x), s_0(x) are C^{\infty}-functions. We show that if \delta_n=\lambda_n s_{n-1}-\lambda_{n-1}s_n=0,…
Riccati's differential equation is formulated as abstract equation in finite or infinite dimensional Banach spaces. Since the Riccati's differential equation with the Cole-Hopf transform shows a relation between the first order evolution…
It is well-known that the equations for a simple fluid can be cast into what is called their Lagrange formulation. We introduce a notion of a generalized Lagrange formulation, which is applicable to a wide variety of systems of partial…
Based on previous work we consturct an equation (Lagrange equation) and relate it with a system of generalized integrals and differential equations in such a way to provide useful evaluations and connections between them.
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccati equation arising in optimal control and optimal filtering problems into two parts corresponding to an additive decomposition X=X0+D of…