The Riccati Characteristic Equation

Abstract

The Riccati differential equation is examined in light of its connection to second order linear time varying systems. In that light it becomes the clear generalization for the characteristic equation of linear time invariant systems, and is called the Riccati Characteristic Equation (RCE). Consequently, the RCE becomes the unifying centerpiece for the study of linear systems. Its solutions are considered in complementary pairs that form a continuum based on a primitive pair. Pairs may always be found as purely real solutions, despite the fact that complex conjugate primitive solutions are shown to exist in many cases. Not only is the pairing unique, but the general form of solutions, shown here for the first time, is uniquely compact and encompasses all known solutions, while allowing for all initial conditions. Classical engineering mathematics examples are shown to conform to this approach, which provides new insights to all, especially Floquet theory.