Remarks on a comparison theorem for scalar Riccati equations
نویسندگان
چکیده
منابع مشابه
A comparison theorem for matrix Riccati difference equations
Difference equations of the form X ( t ) = F * ( t ) X ( t 1 ) F ( t ) F * ( t ) X ( t 1)G(t)[ l + G * ( t ) X ( t 1)G(t)]t G * ( t ) X ( t 1)F(t)+ Q(t ) and their associated Hermitian matrices H ( t ) = (0 v F* _C,C.)(t) are studied. Solution of different Riccati equations can be compared if the difference of their corresponding Hermitian matrices is semidefinite for all t. An application to t...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1975
ISSN: 0002-9939
DOI: 10.1090/s0002-9939-1975-0377188-x