Title :
Monotonicity and finite escape time of solutions of the discrete-time Riccati equation
Author_Institution :
Dept. of Math., Stockholm Univ., Stockholm, Sweden
fDate :
Aug. 31 1999-Sept. 3 1999
Abstract :
Finite escape time of solutions of the discrete-time Riccati equation is discussed in this note. The results are based on monotonie properties of the solutions.
Keywords :
Riccati equations; discrete time systems; discrete-time Riccati equation; finite escape time of solutions; monotonicity; Control systems; Filtering; Finite element analysis; Radio access networks; Riccati equations; Symmetric matrices; Algebraic Riccati inequality; Difference Riccati equation; algebraic Riccati equation; finite escape time; monotonicity;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5