A. Halanay et V. Ionescu, ANTICAUSAL STABILIZING SOLUTION TO DISCRETE REVERSE-TIME RICCATI EQUATION, Computers & mathematics with applications, 28(1-3), 1994, pp. 115-126
This paper is dealing with the problem of general conditions for the e
xistence of the anticausal stabilizing solution to the discrete revers
e-time Riccati equation. The connection between the gamma-contracting
property of the l2-input-output operator of a linear internally stable
system and the existence of the anticausal stabilizing solution to th
e above-mentioned equation are pointed out.