On stabilizing properties of solutions of the Riccati difference equation

DOI10.1109/9.40787zbMath0689.93065OpenAlexW2167091066MaRDI QIDQ3032179

Carlos E. de Souza

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.40787

zbMATH Keywords

monotonicityRiccati difference equationfinite-time horizon discrete-time predictive controlfrozen filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Asymptotic stability in control theory (93D20) Additive difference equations (39A10)

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