论文信息 - On computing the stabilizing solution of the discrete-time Riccati equation

On computing the stabilizing solution of the discrete-time Riccati equation

Abstract A necessary and sufficient condition is given for the existence of the stabilizing solution of the discrete-time Riccati equation without any invertibility or positivity assumptions. The result involves a special associated matrix pencil.

Vlad Ionescu | Martin Weiss | V. Ionescu | M. Weiss

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