| Riccati equation [ri`käd·ē i´kwā·zhǝn] MATHEMATICS 1. A first-order differential equation having the form y' = A0(x ) + A1(x )y + A2(x )y2; every second-order linear differential equation can be transformed into an equation of this form. 2. A matrix equation of the form dP(t )/dt + P(t )F (t ) + FT(t )P(t ) - P(t )G(t )R-1(t )GT(t )P(t ) + Q(t ) = 0, which frequently arises in control and estimation theory. |