An existence and monotonicity theorem for the discrete algebraic matrix Riccati equation

DOI10.1080/03081088708817768zbMath0626.15005OpenAlexW2026369980MaRDI QIDQ3029127

Peter Lancaster, André C. M. Ran, Leiba Rodman

Publication date: 1987

Published in: Linear and Multilinear Algebra (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081088708817768

zbMATH Keywords

monotonicitylinear discrete time systemdiscrete algebraic matrix Riccati equationleast squares optimal control problemsmaximal hermitian solutions

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Matrix equations and identities (15A24)

Related Items

Computational Experience with a Modified Newton Solver for Discrete-Time Algebraic Riccati Equations, Existence and comparison theorems for algebraic Riccati equations for continuous- and discrete-time systems, Hermitian solutions of the discrete algebraic Riccati equation, On parameter dependence of solutions of algebraic Riccati equations, Generalized Riccati difference and differential equations, A step toward a unified treatment of continuous and discrete time control problems, Existence and comparison theorems for algebraic Riccati equations and Riccati differential and difference equations, Time-varying discrete Riccati equation: Some monotonicity results

Cites Work

• Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
• Monotonicity of maximal solutions of algebraic Riccati equations
• Theoretical developments in discrete-time control
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• Hermitian solutions of the discrete algebraic Riccati equation
• The stabilizing solution of the discrete algebraic riccati equation
• On a Matrix Riccati Equation of Stochastic Control