Convergence and Stability Properties of the Discrete Riccati Operator Equation and the Associated Optimal Control and Filtering Problems
DOI10.1137/0314021zbMATH Open0328.93028OpenAlexW2089499292MaRDI QIDQ4094736FDOQ4094736
Authors: William Hager, Larry L. Horowitz 
Publication date: 1976
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0314021
Stability of control systems (93D99) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
Cited In (15)
- Equivalent characterizations of detectability and stabilizability for a class of linear time-varying systems
- On the detectability and observability of discrete-time Markov jump linear systems
- On the discrete-time regulator problem in infinite-dimensional spaces
- On detectability and observability of discrete-time stochastic Markov jump systems with state-dependent noise
- On discrete-time Riccati-like matrix difference equations with random coefficients
- An adaptive LQ controller for non-minimum-phase systems†
- Prediction theory for autoregressivemoving average processes
- On stability of linear time-varying infinite-dimensional discrete-time systems
- Kalman filtering with finite-step autocorrelated measurement noise
- Digital control of Pritchard-Salamon systems
- Least-squares estimation of input/output models for distributed linear systems in the presence of noise
- Stabilizability and detectability of linear periodic systems
- Convergence of optimal linear filter with time-correlated fading channel and channel noise
- Decentralized control of discrete time linear system with incomplete information
- On observability and detectability of continuous-time stochastic Markov jump systems
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