Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples (Q1060177): Difference between revisions
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Revision as of 19:55, 19 March 2024
scientific article
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| English | Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples |
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Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples (English)
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1985
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Stabilizing properties of solutions of the Riccati difference equation of optimal filtering are studied. Sufficient conditions, based on monotonicity properties of the solution of the Riccati equation are derived. Useful counterexamples and fallacious conjectures are presented in the last part of the paper.
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Riccati difference equation
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optimal filtering
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