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, CancĂșn, MĂ©xico. pages 453-458, IEEE, 2008. [doi]

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