Convergence and Stability Properties of the Discrete Riccati Operator Equation and the Associated Optimal Control and Filtering Problems-Reference-Cited by-同舟云学术

Convergence and Stability Properties of the Discrete Riccati Operator Equation and the Associated Optimal Control and Filtering Problems

Published:1976-02 Issue:2 Volume:14 Page:295-312
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Hager William W.,Horowitz Larry L.

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

http://epubs.siam.org/doi/pdf/10.1137/0314021

Reference11 articles.

1. R. Boudarel, J. Delmas, P. Guichet, Dynamic programming and its application to optimal control, Academic Press, New York, 1971, 46–48MR03619700266.49018

2. On the discrete time matrix Riccati equation of optimal control†

3. Conditions for asymptotic stability of the discrete minimum-variance linear estimator

4. Stabilization controllability and observability of linear autonomous systems

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