Convergence and Stability Properties of the Discrete Riccati Operator Equation and the Associated Optimal Control and Filtering Problems

DOI10.1137/0314021zbMath0328.93028OpenAlexW2089499292MaRDI QIDQ4094736

Larry L. Horowitz, William W. Hager

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314021

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15) Stability of control systems (93D99)

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