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Apr 29, 2013 at 15:30 vote accept eolithr
Apr 22, 2013 at 12:51 comment added eolithr This is a Lyapunov equation. We met with the problem for treating desciptor system with white noise. $$J(k)x(k+1)=A(k)x(k)+w(k)$$
Apr 21, 2013 at 11:13 comment added Federico Poloni What is the source of this problem? Looks a lot like a discrete-time difference Riccati equation. This, and what Robert Israel said.
Apr 21, 2013 at 6:30 answer added Robert Israel timeline score: 2
Apr 21, 2013 at 3:48 history edited eolithr CC BY-SA 3.0
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Apr 21, 2013 at 1:50 history asked eolithr CC BY-SA 3.0