Constant, predictable and degenerate directions of the discrete-time Riccati equation

DOI10.1016/0005-1098(73)90029-0MaRDI QIDQ758450zbMATH OpenOpenAlexFDO

Authors T. Kailath, Michel Gevers

Publication date 1973

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(73)90029-0

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic systems and control (93E99)

Cites work

• An innovations approach to least-squares estimation--Part V: Innovations representations and recursive estimation in colored noise
• An innovations approach to least-squares estimation--Part VII: Some applications of vector autoregressive-moving average models
• Constant directions of the Riccati equation
• Estimation of multi-input systems with ‘noiseless’ outputs
• scientific article; zbMATH DE number 3365976 (Why is no real title available?)

Cited in

(4)

• A utilization of properties of the discrete-time Riccati equation in stochastic realization theory
• Efficient solution of linear systems of equations with recursive structure
• Linear-quadratic discrete-time control and constant directions
• How to decompose semi-definite discrete-time algebraic Riccati equations

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