Properties of the solutions of rational matrix difference equations
From MaRDI portal
Publication:1827173
DOI10.1016/S0898-1221(03)00073-7zbMath1055.39033MaRDI QIDQ1827173
Publication date: 6 August 2004
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
comparison theorem; Convergence; generalized Riccati difference equations; rational matrix difference equations
Related Items
Differential equations with positive evolutions and some applications, Properties of Stein (Lyapunov) iterations for solving a general Riccati equation, Detectability and observability of discrete-time stochastic systems and their applications, Stein iterations for the coupled discrete-time Riccati equations, On a class of rational matrix differential equations arising in stochastic control., A method to solve the discrete-time coupled algebraic Riccati equations, Iterations for solving a rational Riccati equation arising in stochastic control, On the Matrix EquationX = Q − S∗X†S, A class of discrete time generalized Riccati equations, Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations
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