A Note on Riccati Matrix Difference Equations
type: Item
instance of: scholarly article
title: A Note on Riccati Matrix Difference Equations
zbMATH Open document ID: 1495.39003
DOI: 10.1137/21M1437226
author: Pierre Del Moral
author: Emma Horton
published in: SIAM Journal on Control and Optimization
publication date: 2022-06-01T00:00:00Z
full work available at URL: https://arxiv.org/abs/2107.12918
Mathematics Subject Classification ID: 39A12
Mathematics Subject Classification ID: 39A06
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 7535621
zbMATH Keywords: Riccati matrix difference equations
zbMATH Keywords: discrete time algebraic Riccati equation
zbMATH Keywords: Sherman-Morrison-Woodbury inversion identity
zbMATH Keywords: Gramian matrix
zbMATH Keywords: matrix positive definite maps
zbMATH Keywords: Floquet theory
zbMATH Keywords: semigroup duality formula
zbMATH Keywords: Lyapunov equations
MaRDI profile type: MaRDI publication profile
arXiv ID: 2107.12918
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OpenAlex ID: W3186857508
description: scientific article; zbMATH DE number 7535621