On stabilizing properties of solutions of the Riccati difference equation
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Publication:3032179
DOI10.1109/9.40787zbMath0689.93065OpenAlexW2167091066MaRDI QIDQ3032179
Publication date: 1989
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.40787
monotonicityRiccati difference equationfinite-time horizon discrete-time predictive controlfrozen filter
Filtering in stochastic control theory (93E11) Asymptotic stability in control theory (93D20) Additive difference equations (39A10)
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