Title :
Convergence of the discrete-time matrix Riccati equation with indefinite weighting matrix
Author_Institution :
Math. Inst., Groningen Univ., Netherlands
Abstract :
The purpose of this note is to report some convergence properties of the discrete-time Riccati equation with indefinite weighting matrix, which is of interest in dynamic game and H∞ control problems
Keywords :
H∞ control; Riccati equations; discrete time systems; game theory; matrix algebra; H∞ control problems; convergence; discrete-time matrix Riccati equation; dynamic game problems; indefinite weighting matrix; Convergence; Filtering; Game theory; Lattices; Observability; Riccati equations; State-space methods; Stochastic processes; Sufficient conditions; Symmetric matrices;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411230
