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Monotonicity and convexity properties of matrix Riccati equations

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Publication:2711459
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DOI10.1093/imamci/18.1.61zbMath0978.93055OpenAlexW1964382258MaRDI QIDQ2711459

Vlad Ionescu, Gerhard Freiling

Publication date: 31 January 2002

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/18.1.61


zbMATH Keywords

monotonicityconcavityconvexityalgebraic Riccati equationsmatrix functions


Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Matrix equations and identities (15A24)


Related Items (5)

On finite-horizon \(\ell_2\)-induced norms of discrete-time switched linear systems ⋮ Co-design of linear systems using generalized Benders decomposition ⋮ Synthesis of anisotropic suboptimal control for linear time-varying systems on finite time horizon ⋮ Anisotropy-based filtering for linear discrete time-varying systems with multiplicative noises on a finite horizon ⋮ Discrete Riccati matrix equation and the order preserving property







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