Abstract:Riccati differential equations is the class of first-order and quadratic ordinary differential equations and has various applications in the systems and control theory. In this paper, we analyze a switched Riccati differential equation that is driven by a Poisson-like stochastic signal. We specifically focus on the computation of the mean escape time of the switched Riccati differential equation. The contribution of this paper is twofold. We first show that, under the assumption that the subsystems described a… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.