Strong solutions of the discrete-time algebraic Riccati equation

DOI10.1016/0167-6911(89)90113-8zbMath0692.93075OpenAlexW1979662558MaRDI QIDQ584215

Harald K. Wimmer

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90113-8

zbMATH Keywords

strong solutionsdiscrete-time algebraic Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Matrix equations and identities (15A24) Existence theories in calculus of variations and optimal control (49J99)

Related Items (1)

The discrete algebraic Riccati equation and linear matrix inequality

Cites Work

• Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
• Inertia theorems for the periodic Lyapunov difference equation and periodic Riccati difference equation
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems

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