Dj. Clements et Hk. Wimmer, Monotonicity of the optimal cost in the discrete-time regulator problem and Schur complements, AUTOMATICA, 37(11), 2001, pp. 1779-1786
This paper deals with the monotonicity of the optimal, rather than the more
usual stabilising, cost of the discrete-time regulator problem. The approa
ch relies on a monotonicity result on Riccati operators and on a formula fo
r the difference of Schur complements. (C) 2001 Elsevier Science Ltd. All r
ights reserved.