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Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations - MaRDI portal

Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations (Q3034268)

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Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations
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    Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations (English)
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    1989
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    periodic Riccati difference equation
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    periodic matrices
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    optimal filtering
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    periodic strong solution
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    maximal symmetric periodic solution
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