Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices

This publication has 18 references indexed in Scilit:

• Monotonicity and stabilizability- properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
  Systems & Control Letters, 1985
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
  IEEE Transactions on Automatic Control, 1984
• Schur techniques in invariant imbedding methods for solving two-point boundary value problems
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,1982
• Deadbeat control and tracking of discrete-time systems
  IEEE Transactions on Automatic Control, 1982
• Criterion for the convergence of the solution of the Riccati differential equation
  IEEE Transactions on Automatic Control, 1981
• A Generalized Eigenvalue Approach for Solving Riccati Equations
  SIAM Journal on Scientific and Statistical Computing, 1981
• Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems
  SIAM Journal on Control and Optimization, 1981
• On the numerical solution of the discrete-time algebraic Riccati equation
  IEEE Transactions on Automatic Control, 1980
• On a Matrix Riccati Equation of Stochastic Control
  SIAM Journal on Control, 1968
• Global theory of the Riccati equation
  Journal of Computer and System Sciences, 1967