Asymptotic dynamics of Hermitian Riccati difference equations

DOI10.3934/dcdsb.2020365zbMath1466.39002OpenAlexW3112418621MaRDI QIDQ2033434

Huey-Er Lin, Yueh-Cheng Kuo, Shih-Feng Shieh

Publication date: 17 June 2021

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2020365

zbMATH Keywords

asymptotic behaviorRiccati differential equationsRiccati difference equationsextended solutionHermitian Riccati difference equations

Mathematics Subject Classification ID

Additive difference equations (39A10) Discrete version of topics in analysis (39A12) Growth, boundedness, comparison of solutions to difference equations (39A22)

Cites Work

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• Matrix Riccati equations in control and systems theory
• Convergence and existence results for continuous- and discrete-time Riccati equations
• Canonical forms for Hamiltonian and symplectic matrices and pencils
• Time-asymptotic dynamics of Hermitian Riccati differential equations
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• Polynomial Factorization via the Riccati Equation
• On the discrete time matrix Riccati equation of optimal control†

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