Criterion for the convergence of the solution of the Riccati differential equation (Q3927128)

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Criterion for the convergence of the solution of the Riccati differential equation
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    Criterion for the convergence of the solution of the Riccati differential equation (English)
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    1981
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    optimal control problem
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    linear system with a quadratic cost function
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    matrix Riccati differential equation
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    final state penalty matrix
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    necessary and sufficient condition for convergence
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    stabilizable systems
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    algebraic Riccati equation
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