Coupled matrix Riccati equations in minimal cost variance control problems (Q4506702)
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scientific article; zbMATH DE number 1518198
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupled matrix Riccati equations in minimal cost variance control problems |
scientific article; zbMATH DE number 1518198 |
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Coupled matrix Riccati equations in minimal cost variance control problems (English)
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17 October 2000
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coupled Riccati equations
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algebraic matrix Riccati equation
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Lyapunov iteration approach
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blow up
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