Stable hermitian solutions of discrete algebraic Riccati equations

DOI10.1007/BF01215844zbMath0771.93059OpenAlexW1971392041MaRDI QIDQ1190822

Leiba Rodman, André C. M. Ran

Publication date: 27 September 1992

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01215844

zbMATH Keywords

invariant Lagrangian subspaces

Mathematics Subject Classification ID

Perturbations in control/observation systems (93C73)

Related Items

Nonnegative solutions of algebraic Riccati equations, Rate of stability of solutions of matrix polynomial and quadratic equations, Kalman filter Riccati equation for the prediction, estimation, and smoothing error covariance matrices, Nonrecursive solution for the discrete algebraic Riccati equation and \(X + \mathcal A^\ast X^{-1}\mathcal A=L\), Perturbation analysis of the maximal solution of the matrix equation \(X+A^*X^{-1}A=P\), Perturbation analysis of Lagrangian invariant subspaces of symplectic matrices, Necessary and sufficient conditions for the existence of a positive definite solution of the matrix equation \(X+A^*X^{-1}A=Q\), Square indefinite LQ-problem: Existence of a unique solution, Perturbation analysis of the maximal solution of the matrix equation \(X+A^*X^{-1}A=P\). II

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