On the asymptotic behaviour of Riccati matrix differential and difference equations

Author

Kratz, W.

Author_Institution

Abt. Math. V, Univ. Ulm, Ulm, Germany

fYear

1997

fDate

1-7 July 1997

Firstpage

3164

Lastpage

3167

Abstract

This paper gives an overview of recent and new results on the asymptotics of Riccati matrix differential and difference equations. Moreover, there are discussed some applications, namely: the optimal linear regulator, Rayleigh´s principle for corresponding quadratic functionals, and an inequality for finite differences.

Keywords

Riccati equations; difference equations; finite difference methods; matrix algebra; Rayleigh principle; Riccati matrix differential equations; asymptotic behaviour; difference equations; finite differences; optimal linear regulator; quadratic functionals; Eigenvalues and eigenfunctions; Kernel; Linear matrix inequalities; Observability; Regulators; Riccati equations; Symmetric matrices; Riccati difference equation; Riccati differential equation; Sturm-Liouville difference equations; finite differences; optimal linear regular;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (ECC), 1997 European

Conference_Location

Brussels

Print_ISBN

978-3-9524269-0-6

Type

conf

Filename

7082596

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=700964