Riccati Difference and Differential Equations: Convergence, Monotonicity and Stability
Riccati Difference and Differential Equations: Convergence, Monotonicity and Stability
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DOI：
10.1007/978-3-642-58223-3_10
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发表时间：
1991
期刊：
影响因子：
--
通讯作者：
R. Bitmead;M. Gevers
中科院分区：
文献类型：
--
作者：
R. Bitmead;M. Gevers
本章的主题将是各种Riccati方程和基于线性二次（LQ）最优控制和估计方法的控制方案的闭环稳定性之间的联系。我们的演讲将包括适用于离散时间和连续时间的方法，因此我们同时讨论差分方程（离散时间）和微分方程（连续时间）--一个所需的智力机器足以满足另一个，因此一下子省去这两种情况是有意义的。
The main theme of this Chapter will be the connections between various Riccati equations and the closed loop stability of control schemes based on Linear Quadratic (LQ) optimal methods for control and estimation. Our presentation will encompass methods applicable both for discrete time and continuous time, and so we discuss concurrently the difference equations (discrete time) and the differential equations (continuous time)-the intellectual machinery necessary for the one suffices for the other and so it makes sense to dispense with both cases in one fell swoop.