A Note on Riccati Matrix Difference Equations

نویسندگان

چکیده

Discrete algebraic Riccati equations and their fixed points are well understood arise in a variety of applications; however, the time-varying have not yet been fully explored literature. In this article we provide self-contained study discrete time matrix difference equations. particular, novel semigroup duality formula new Floquet-type representation for these Due to aperiodicity underlying flow solution matrix, conventional Floquet theory does apply setting thus further analysis is required. We illustrate impact formulae with an explicit description its fundamental-type terms point equation invertible linear map as uniform upper lower bounds on maps. These first results type

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ژورنال

عنوان ژورنال: Siam Journal on Control and Optimization

سال: 2022

ISSN: ['0363-0129', '1095-7138']

DOI: https://doi.org/10.1137/21m1437226