Monotonicity and stabilizability- properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples☆

[1]  Ah Chung Tsoi,et al.  A Kalman filtering approach to short-time Fourier analysis , 1986, IEEE Trans. Acoust. Speech Signal Process..

[2]  G. Goodwin,et al.  Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices , 1986 .

[3]  G. Goodwin,et al.  Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems , 1984 .

[4]  B. Anderson,et al.  Optimal Filtering , 1979, IEEE Transactions on Systems, Man, and Cybernetics.

[5]  L. Silverman,et al.  On the discrete-time algebraic Riccati equation , 1972, CDC 1972.

[6]  J. Willems Least squares stationary optimal control and the algebraic Riccati equation , 1971 .

[7]  D. Mayne,et al.  On the discrete time matrix Riccati equation of optimal control , 1970 .

[8]  J. Deyst,et al.  Conditions for asymptotic stability of the discrete minimum-variance linear estimator , 1968 .

[9]  Jr. J. Deyst,et al.  Optimal control of a reentry vehicle in the presence of measurement uncertainties , 1968 .

[10]  T. Nishimura,et al.  Correction to and extension of "On the a priori information in sequential estimation problems" , 1967 .

[11]  Smith,et al.  A global stability criterion and its economic application , 1973 .

[12]  Vladimír Kucera,et al.  The discrete Riccati equation of optimal control , 1972, Kybernetika.

[13]  K. Mrtensson On the matrix riccati equation , 1971 .

[14]  T. Nishimura,et al.  On the a priori information in sequential estimation problems , 1965 .