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On a fallacious conjecture about the stabilizability properties of solutions of the Riccati difference equation |
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| Authors: | Giuseppe De Nicolao |
| Affiliation: | Centro Teoria dei Sistemi-C.N.R., c/o Dipartimento di Elettronica, Politecnico di Milano, Piazza Leonardo da Vinci 32, 20133, Milano, Italy |
| Abstract: | In [1], among other results, some conjectures concerning the monotonicity and stabilizing properties of solutions of the difference Riccati equation were proven to be fallacious by means of suitable counterexamples. Moreover, a ‘possibly fallacious conjecture’ was formulated for which no counterexample had been found. In this letter, such a counterexample is provided together with an interpretation of the somewhat counterintuitive behaviour of the Riccati equation. |
| Keywords: | Riccati difference equation Kalman filtering stabilizability fake Riccati equation |
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