The Maximal Solution and Comparison Theorems for the Periodic Discrete-Time Riccati Equation

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Abstract

Properties and comparison theorems for the maximal solution of the periodic discrete-time Riccati equation are supplemented by an extension of some earlier results and analysis, for the discrete-time Riccati equation to the periodic case.

Keywords:

The maximal solution pd-stabilisable p-observable comparison theorems.
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DOI

10.4208/eajam.301215.130816a