Abou-Kandil: Generalized Riccati difference and differential equations

In this paper we investigate generalized Riccati differential and difference equations obtained from standard Riccati equations by adding a semidefinite perturbation term. For such equations we give results on the monotonic dependence of the solutions on the coefficients and initial values as well as results on convergence of solutions. Key words: generalized Riccati equations, monotonicity, comparison of solutions, con-vergence of solutions, jump linear systems, guaranteed cost control