Fake algebraic Riccati techniques and stability
- 1 April 1988
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 33 (4), 379-381
- https://doi.org/10.1109/9.192194
Abstract
Conditions, sufficient and necessary, for monotonic behavior of the solutions of the Riccati differential equation and Riccati difference equation are derived. For the optimal filtering (respectively, control) equation these results are derived without the usual requirement of detectability (respectively, stabilizability). The monotonic behavior allows proof of stabilizing properties of the solutions, subject only to requirements on the initial conditions.<>Keywords
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