Geometric aspects of the Riccati difference equation in the nonsymmetric case

DOI10.1016/S0024-3795(96)00738-0zbMATH Open0884.93034OpenAlexW2139999310MaRDI QIDQ677798FDOQ677798

Authors: Domenico D'Alessandro 

Publication date: 1997

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

Full work available at URL: https://doi.org/10.1016/s0024-3795(96)00738-0

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zbMATH Keywords

solutionsnonsymmetric Riccati difference equation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Cites Work

• The Riccati equation
• Phase Portrait of the Matrix Riccati Equation
• Superposition laws for solutions of differential matrix Riccati equations arising in control theory
• The solution set of the algebraic Riccati equation and the algebraic Riccati inequality
• Linear Quadratic Problems with Indefinite Cost for Discrete Time Systems
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Optimal state estimation in high noise
• A dynamic games approach to controller design: disturbance rejection in discrete-time
• Title not available (Why is that?)
• On the existence of solutions of the Riccati differential equation
• Finite escape time for Riccati differential equations
• Non-symmetric matrix Riccati equations
• Families of Solutions of Matrix Riccati Differential Equations
• Hermitian solutions of the discrete algebraic Riccati equation
• Geometric properties and invariant manifolds of the Riccati equation
• Unmixed Solutions of the Discrete-Time Algebraic Riccati Equation

Cited In (3)

• Convergence and existence results for continuous- and discrete-time Riccati equations
• Geometry of the Algebraic Riccati Equation, Part II
• Title not available (Why is that?)

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