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Details for article 2 of 13 found articles
| Title: |
An existence and monotonicity theorem for the discrete algebraic matrix Riccati equation |
| Author: |
Lancaster, P. Ran, A. C. M. Rodman, L. |
| Appeared in: |
Linear & multilinear algebra |
| Paging: | Volume 20 (1987) nr. 4 pages 353-361 |
| Year: |
1987-04 |
| Contents: |
Maximal hermitian solutions of the discrete algebraic matrix Riccati equation play an important role in least squares optimal control problems for discrete linear systems. We prove an existence and comparison theorem concerning maximal hermitian solutions. This theorem is inspired by known results for the algebraic Riccati equation arising in the least squares optimal control problem in continuous linear systems. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 13 found articles
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