A comparison theorem for matrix Riccati difference equations (Q1195839): Difference between revisions

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Property / cites work: Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems / rank
 
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Latest revision as of 10:54, 30 July 2024

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A comparison theorem for matrix Riccati difference equations
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    A comparison theorem for matrix Riccati difference equations (English)
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    4 January 1993
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    monotonicity of solutions
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    difference equations
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    associated Hermitian matrices
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    Riccati equations
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    discrete-time \(LQ\) optimal control
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