Difference and differential Riccati equations: a note on the convergence to the strong solution

DOI10.1109/9.148372zbMath0767.93080OpenAlexW2001332000MaRDI QIDQ4014365

Michel Gevers, De Nicolao, Giuseppe

Publication date: 6 October 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e9e1638d12a07828a33c209533164f30c865411f

zbMATH Keywords

difference Riccati equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (8)

Observability and nonlinear filtering ⋮ On the Stability of Kalman--Bucy Diffusion Processes ⋮ Convergence and existence results for continuous- and discrete-time Riccati equations ⋮ On Stability of a Class of Filters for Nonlinear Stochastic Systems ⋮ Finite escapes and convergence properties of guaranteed-cost robust filters ⋮ Exact detectability: application to generalized Lyapunov and Riccati equations ⋮ An explicit Floquet-type representation of Riccati aperiodic exponential semigroups ⋮ Invariant manifolds and projective combinations of solutions of the Riccati differential equation

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