A group-theoretical approach to optimal estimation and control

The symplectic group structure associated with the Riccati equation is exploited to derive a unifying group-theoretical framework encompassing a large number of well-known results, such as partitioning, doubling, and Chandrasekhar algorithms, the algebraic Riccati equation, and the discrete-time case. It is also used to derive a new integration-free Chandrasekhar type algorithm, and to present a fairly complete characterization of the solutions of the Riccati equation in the periodic case.