Title :
On the asymptotic behaviour of Riccati matrix differential and difference equations
Author_Institution :
Abt. Math. V, Univ. Ulm, Ulm, Germany
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;
Conference_Titel :
Control Conference (ECC), 1997 European
Conference_Location :
Brussels
Print_ISBN :
978-3-9524269-0-6
