Constant directions of the Riccati equation

DOI10.1016/0005-1098(72)90065-9zbMath0231.93036OpenAlexW2122939489MaRDI QIDQ2550709

David Rappaport

Publication date: 1972

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2060/19720018829

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (5)

Linear-quadratic discrete-time control and constant directions ⋮ How to decompose semi-definite discrete-time algebraic Riccati equations ⋮ Constant, predictable and degenerate directions of the discrete-time Riccati equation ⋮ Constant directions of the Riccati equation ⋮ A utilization of properties of the discrete-time Riccati equation in stochastic realization theory

Cites Work

• Optimal filtering for correlated noise
• Constant directions of the Riccati equation
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