Existence condition of positive-definite solutions for algebraic matrix Riccati equations

DOI10.1016/0005-1098(87)90013-6zbMath0616.93021MaRDI QIDQ1821731

Hiroyuki Kano

Publication date: 1987

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(87)90013-6

zbMATH Keywords

stabilizability; optimal filtering; detectability; asymptotically stable closed-loop system; Algebraic matrix Riccati equations; existence of unique positive-definite solutions

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93D15: Stabilization of systems by feedback

15A24: Matrix equations and identities

93B25: Algebraic methods

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