A Stieltjes transform approach for studying the steady-state behavior of random Lyapunov and Riccati recursions

Ali Vakili, Babak Hassibi. A Stieltjes transform approach for studying the steady-state behavior of random Lyapunov and Riccati recursions. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, Cancún, México. pages 453-458, IEEE, 2008. [doi]

@inproceedings{VakiliH08,
  title = {A Stieltjes transform approach for studying the steady-state behavior of random Lyapunov and Riccati recursions},
  author = {Ali Vakili and Babak Hassibi},
  year = {2008},
  doi = {10.1109/CDC.2008.4739258},
  url = {http://dx.doi.org/10.1109/CDC.2008.4739258},
  tags = {systematic-approach},
  researchr = {https://researchr.org/publication/VakiliH08},
  cites = {0},
  citedby = {0},
  pages = {453-458},
  booktitle = {Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, Cancún, México},
  publisher = {IEEE},
}