A comparison theorem for matrix Riccati difference equations (Q1195839): Difference between revisions
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Property / cites work: Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples / rank | |||
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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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Revision as of 13:57, 16 May 2024
scientific article
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English | 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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