Asymptotic dynamics of Hermitian Riccati difference equations

DOI10.3934/DCDSB.2020365MaRDI QIDQ2033434zbMATH OpenOpenAlexFDO

Authors Yueh-Cheng Kuo, Huey-Er Lin, 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 behaviorextended solutionHermitian Riccati difference equationsRiccati difference equationsRiccati differential 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)

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Cites work

• Canonical forms for Hamiltonian and symplectic matrices and pencils
• Convergence and existence results for continuous- and discrete-time Riccati equations
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• scientific article; zbMATH DE number 851954 (Why is no real title available?)
• scientific article; zbMATH DE number 1407650 (Why is no real title available?)
• scientific article; zbMATH DE number 3388902 (Why is no real title available?)
• Matrix Riccati equations in control and systems theory
• On the discrete time matrix Riccati equation of optimal control†
• Polynomial Factorization via the Riccati Equation
• Time-asymptotic dynamics of Hermitian Riccati differential equations

Cited in

(3)

• Asymptotic behavior of certain Riccati difference equations
• Time-asymptotic dynamics of Hermitian Riccati differential equations
• Weak solutions to the Riccati equation and the application in the closed-loop control

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