• DocumentCode
    1661665
  • Title

    Convergence of the discrete-time matrix Riccati equation with indefinite weighting matrix

  • Author

    Zhou, Yishao

  • Author_Institution
    Math. Inst., Groningen Univ., Netherlands
  • Volume
    2
  • fYear
    1994
  • Firstpage
    1517
  • Abstract
    The purpose of this note is to report some convergence properties of the discrete-time Riccati equation with indefinite weighting matrix, which is of interest in dynamic game and H∞ control problems
  • Keywords
    H∞ control; Riccati equations; discrete time systems; game theory; matrix algebra; H∞ control problems; convergence; discrete-time matrix Riccati equation; dynamic game problems; indefinite weighting matrix; Convergence; Filtering; Game theory; Lattices; Observability; Riccati equations; State-space methods; Stochastic processes; Sufficient conditions; Symmetric matrices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
  • Conference_Location
    Lake Buena Vista, FL
  • Print_ISBN
    0-7803-1968-0
  • Type

    conf

  • DOI
    10.1109/CDC.1994.411230
  • Filename
    411230
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1661665