Global theory of the Riccati equation
From MaRDI portal
Publication:2527050
DOI10.1016/S0022-0000(67)80025-4zbMath0155.14403OpenAlexW2074535974MaRDI QIDQ2527050
Publication date: 1967
Published in: Journal of Computer and System Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0022-0000(67)80025-4
Related Items (21)
EXPERT OPINIONS AND LOGARITHMIC UTILITY MAXIMIZATION FOR MULTIVARIATE STOCK RETURNS WITH GAUSSIAN DRIFT ⋮ Noise induced escape from stable invariant tori ⋮ On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters ⋮ A continuous implementation of a second-variation optimal control method for space trajectory problems ⋮ Detectability Conditions and State Estimation for Linear Time-Varying and Nonlinear Systems ⋮ On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ Asymptotic properties of linear filter for deterministic processes ⋮ A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters ⋮ Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs ⋮ On the Stability of Kalman--Bucy Diffusion Processes ⋮ Unnamed Item ⋮ On Stability of a Class of Filters for Nonlinear Stochastic Systems ⋮ On the design of a stable adaptive filter for state estimation in high dimensional systems ⋮ Decentralized state observers for range-based position and velocity estimation in acyclic formations with fixed topologies ⋮ A note on the solution of the algebraic Riccati equation ⋮ On the matrix Riccati equation ⋮ Optimal control for discrete-time singular stochastic systems with input delay ⋮ The Riccati equation and its bounds ⋮ An explicit Floquet-type representation of Riccati aperiodic exponential semigroups ⋮ Analytical construction of a negative semidefinite solution of algebraic Riccati equations and its application ⋮ On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations
Cites Work
This page was built for publication: Global theory of the Riccati equation