Journal of Inequalities and Applications 
Volume 6 (2001), Issue 6, Pages 641-649
doi:10.1155/S102558340100039X

On the boundedness of the solutions of the continuous Riccati equation

Marco Pengov,1 Edouard Richard,2 and Jean-Claude Vivalda2

 1ENSMP, Centre de Robotique, 60, Boulevard Saint Michel, Paris Cedex 06 75 272, France
2lnria, lorraine (Projet Congé), ISGMP Bât. A, lle du Saulcy, Metz Cedex 01 57 045, France
Received 11 January 2000; Revised 17 April 2000

Abstract

In this paper, an inequality on the solution of the continuous-time Riccati equation which is used by many authors in the field of control theory is shown to be false: a counter-example is given. Moreover correct bounds for the solution of the Riccati equation are given.