Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality

摘要

Based on a result on continuous dependence of solutions of an algebraic Riccati equation on the data matrices, we construct continuous curves of solutions of an algebraic Riccati inequality, and derive suboptimal Markovian estimates for the steady-state smoothing problem. (C) 2002 Elsevier Science Ltd. All rights reserved. [References: 24]