Time-varying discrete Riccati equation: some monotonicity results

被引：15
作者：
Freiling, G [1 ]
Ionescu, V
机构：
[1] Univ Duisburg Gesamthsch, Dept Math, D-47048 Duisburg, Germany
[2] Univ Polytech Bucharest, Fac Automat Control & Comp, Bucharest, Romania
来源：
LINEAR ALGEBRA AND ITS APPLICATIONS | 1999年 / 286卷 / 1-3期
关键词：
discrete time systems; Riccati equation; monotonicity and comparison results;
D O I：
10.1016/S0024-3795(98)10166-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Using a Frechet derivative based approach some monotonicity and comparison results concerning the solutions of the time-varying discrete time Riccati equation are obtained. Connections with the existence of the semistabilizing solution are made explicit as well. (C) 1999 Elsevier Science Inc. All rights reserved.
引用
收藏
页码：135 / 148
页数：14
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