The Maximal Solution and Comparison Theorems for the Periodic Discrete-Time Riccati Equation

The Maximal Solution and Comparison Theorems for the Periodic Discrete-Time Riccati Equation

Year:    2016

East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 4 : pp. 416–433

Abstract

Properties and comparison theorems for the maximal solution of the periodic discrete-time Riccati equation are supplemented by an extension of some earlier results and analysis, for the discrete-time Riccati equation to the periodic case.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.301215.130816a

East Asian Journal on Applied Mathematics, Vol. 6 (2016), Iss. 4 : pp. 416–433

Published online:    2016-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    18

Keywords:    The maximal solution pd-stabilisable p-observable comparison theorems.