Four extremal solutions of discrete-time algebraic Riccati equations: existence theorems and computation

Author:

Chiang Chun-Yueh,Fan Hung-Yuan

Funder

National Science and Technology Council

Publisher

Springer Science and Business Media LLC

Reference32 articles.

1. Ackermann, J.: Sampled-Data Control Systems: Analysis and Synthesis. Robust System Design. Springer, Berlin (1985)

2. Adam, M., Assimakis, N.: Nonrecursive solution for the discrete algebraic Riccati equation and $$X+{\cal{A} }^* X^{-1}{\cal{A} } = L$$. Open Math. 13, 51–63 (2015)

3. Anderson, B.D.O.: Second-order convergent algorithms for the steady-state Riccati equation. In: 1977 IEEE Conference Decision Control 16th Symposium Adaptation Process Specific Symptoms Fuzzy Set Theory Applications, pp. 948–953. IEEE, New Orleans (1977)

4. Anderson, B.D.O., Moore, J.B.: Optimal Filtering, Dover Books on Engineering. Dover Publications, Mineola (2005). (Dover ed., unabridged republ. ed.)

5. Assimakis, N., Adam, M.: Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain. ISRN Appl. Math. 2014, 417623 (2014)

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