| Title:
|
Stability properties of the discrete Riccati operator equation (English) |
| Author:
|
Zabczyk, Jerzy |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
13 |
| Issue:
|
1 |
| Year:
|
1977 |
| Pages:
|
(1)-10 |
| . |
| Category:
|
math |
| . |
| MSC:
|
93D99 |
| MSC:
|
93E10 |
| MSC:
|
93E20 |
| idZBL:
|
Zbl 0359.49016 |
| idMR:
|
MR0453080 |
| . |
| Date available:
|
2009-09-24T16:54:27Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125110 |
| . |
| Reference:
|
[1] R. S. Bucy: Linear and non-linear filtering.Proc. IEEE 55 (1970), 854-864. MR 0309630 |
| Reference:
|
[2] P. E. Caines D. Q. Mayne: On the discrete time matrix Riccati equation of optimal control.Int. I. Control 12 (1970), 785-794. MR 0277284 |
| Reference:
|
[3] R. S. Bucy: A priori bounds for the Riccati equation.Proc. 6-th Berkeley Symp., vol. 3, 1971, 645-656. MR 0410150 |
| Reference:
|
[4] H. Kushner: Introduction to Stochastic Control.Holt, Rinehart and Winston, New York, 1971. Zbl 0293.93018, MR 0280248 |
| Reference:
|
[5] V. Kučera: The discrete Riccati equation of optimal control.Kybernetika 5 (1972), 430-447. MR 0332254 |
| Reference:
|
[6] G. A. Hewer: Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering. I.Math. Anal. Appl. 42 (1973), 226-236. MR 0335061 |
| Reference:
|
[7] K. Y. Lee S. N. Chow R. O. Barn: On the control of discrete-time distributed parameter systems.SIAM J. Control 10 (1972), 361-376. MR 0305196 |
| Reference:
|
[8] J. Zabczyk: Remarks on the control of discrete-time distributed parameter systems.SIAM J. Control 12 (1974), 721-735. Zbl 0254.93027, MR 0410506 |
| Reference:
|
[9] J. Zabczyk: On optimal stochastic control of discrete-time systems in Hilbert space.SIAM J. Control, 1975, to appear. Zbl 0313.93067, MR 0384291 |
| Reference:
|
[10] R. G. Douglas: On majoration, factorization and range indusions of operators in Hilbert space.Proc. Amer. Math. Soc. 2 (1966), 413 - 415. MR 0203464 |
| Reference:
|
[11] M. A. Krasnoselskii: Positive Solutions of Operator Equations.P. Noordhoff, Groningen, the Netherlands, 1964. MR 0181881 |
| . |
