Stability properties of the discrete Riccati operator equation

Jerzy Zabczyk

Kybernetika (1977)

  • Volume: 13, Issue: 1, page (1)-10
  • ISSN: 0023-5954

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Zabczyk, Jerzy. "Stability properties of the discrete Riccati operator equation." Kybernetika 13.1 (1977): (1)-10. <http://eudml.org/doc/28265>.

@article{Zabczyk1977,
author = {Zabczyk, Jerzy},
journal = {Kybernetika},
language = {eng},
number = {1},
pages = {(1)-10},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Stability properties of the discrete Riccati operator equation},
url = {http://eudml.org/doc/28265},
volume = {13},
year = {1977},
}

TY - JOUR
AU - Zabczyk, Jerzy
TI - Stability properties of the discrete Riccati operator equation
JO - Kybernetika
PY - 1977
PB - Institute of Information Theory and Automation AS CR
VL - 13
IS - 1
SP - (1)
EP - 10
LA - eng
UR - http://eudml.org/doc/28265
ER -

References

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  1. R. S. Bucy, Linear and non-linear filtering, Proc. IEEE 55 (1970), 854-864. (1970) MR0309630
  2. P. E. Caines D. Q. Mayne, On the discrete time matrix Riccati equation of optimal control, Int. I. Control 12 (1970), 785-794. (1970) MR0277284
  3. R. S. Bucy, A priori bounds for the Riccati equation, Proc. 6-th Berkeley Symp., vol. 3, 1971, 645-656. (1971) MR0410150
  4. H. Kushner, Introduction to Stochastic Control, Holt, Rinehart and Winston, New York, 1971. (1971) Zbl0293.93018MR0280248
  5. V. Kučera, The discrete Riccati equation of optimal control, Kybernetika 5 (1972), 430-447. (1972) MR0332254
  6. G. A. Hewer, Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering. I, Math. Anal. Appl. 42 (1973), 226-236. (1973) MR0335061
  7. K. Y. Lee S. N. Chow R. O. Barn, On the control of discrete-time distributed parameter systems, SIAM J. Control 10 (1972), 361-376. (1972) MR0305196
  8. J. Zabczyk, Remarks on the control of discrete-time distributed parameter systems, SIAM J. Control 12 (1974), 721-735. (1974) Zbl0254.93027MR0410506
  9. J. Zabczyk, On optimal stochastic control of discrete-time systems in Hilbert space, SIAM J. Control, 1975, to appear. (1975) Zbl0313.93067MR0384291
  10. R. G. Douglas, On majoration, factorization and range indusions of operators in Hilbert space, Proc. Amer. Math. Soc. 2 (1966), 413 - 415. (1966) MR0203464
  11. M. A. Krasnoselskii, Positive Solutions of Operator Equations, P. Noordhoff, Groningen, the Netherlands, 1964. (1964) MR0181881

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