Previous |  Up |  Next

Article

References:
[1] R. S. Bucy: Linear and non-linear filtering. Proc. IEEE 55 (1970), 854-864. MR 0309630
[2] P. E. Caines D. Q. Mayne: On the discrete time matrix Riccati equation of optimal control. Int. I. Control 12 (1970), 785-794. MR 0277284
[3] R. S. Bucy: A priori bounds for the Riccati equation. Proc. 6-th Berkeley Symp., vol. 3, 1971, 645-656. MR 0410150
[4] H. Kushner: Introduction to Stochastic Control. Holt, Rinehart and Winston, New York, 1971. MR 0280248 | Zbl 0293.93018
[5] V. Kučera: The discrete Riccati equation of optimal control. Kybernetika 5 (1972), 430-447. MR 0332254
[6] G. A. Hewer: Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering. I. Math. Anal. Appl. 42 (1973), 226-236. MR 0335061
[7] K. Y. Lee S. N. Chow R. O. Barn: On the control of discrete-time distributed parameter systems. SIAM J. Control 10 (1972), 361-376. MR 0305196
[8] J. Zabczyk: Remarks on the control of discrete-time distributed parameter systems. SIAM J. Control 12 (1974), 721-735. MR 0410506 | Zbl 0254.93027
[9] J. Zabczyk: On optimal stochastic control of discrete-time systems in Hilbert space. SIAM J. Control, 1975, to appear. MR 0384291 | Zbl 0313.93067
[10] R. G. Douglas: On majoration, factorization and range indusions of operators in Hilbert space. Proc. Amer. Math. Soc. 2 (1966), 413 - 415. MR 0203464
[11] M. A. Krasnoselskii: Positive Solutions of Operator Equations. P. Noordhoff, Groningen, the Netherlands, 1964. MR 0181881
Partner of
EuDML logo