An explicit Floquet-type representation of Riccati aperiodic exponential semigroups

DOI10.1080/00207179.2019.1590647zbMath1480.34066arXiv1805.02127OpenAlexW3100502793WikidataQ115552306 ScholiaQ115552306MaRDI QIDQ5855346

Adrian N. Bishop, Pierre Del Moral

Publication date: 18 March 2021

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.02127

zbMATH Keywords

fundamental matrixFloquet theoryRiccati equationtransition matrixexponential semigroup representation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability of solutions to ordinary differential equations (34D20) Asymptotic properties of solutions to ordinary differential equations (34D05)

Related Items (10)

A Note on Riccati Matrix Difference Equations ⋮ A perturbation analysis of stochastic matrix Riccati diffusions ⋮ On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters ⋮ Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems ⋮ Coupled quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles ⋮ Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients ⋮ On one-dimensional Riccati diffusions ⋮ On the stability of matrix-valued Riccati diffusions ⋮ On the anticipative nonlinear filtering problem and its stability

Uses Software

• EnKF

Cites Work

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