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The Maximal Solution and Comparison Theorems for the Periodic Discrete-Time Riccati Equation

Part of: Numerical linear algebra

Published online by Cambridge University Press:  19 October 2016

Xiao-Shan Chen
Xiao-Shan Chen*
Affiliation:
School of Mathematics, South China Normal University, Guangzhou 530631, China
*
*Corresponding author. Email address:chenxs33@163.com (X. S. Chen)
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Abstract

Properties and comparison theorems for the maximal solution of the periodic discrete-time Riccati equation are supplemented by an extension of some earlier results and analysis, for the discrete-time Riccati equation to the periodic case.

Keywords

The maximal solutionpd-stabilisablep-observablecomparison theorems

MSC classification

Secondary: 65F15: Eigenvalues, eigenvectors 65F99: None of the above, but in this section
Type
Research Article
Information
East Asian Journal on Applied Mathematics , Volume 6 , Issue 4 , November 2016 , pp. 416 - 433
Copyright
Copyright © Global-Science Press 2016 

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