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math.OC2026
Riccati Stability Without Auxiliary Matrices
Jeffrey Humpherys
In the 2004 collection \emph{Unsolved Problems in Mathematical Systems and Control Theory}, Erik Verriest posed the problem of characterizing Riccati stability ``without invoking a…
math.OC2026
Proof of a Conjecture of De Cock and De Moor
Jeffrey Humpherys
De Cock and De Moor proposed a conjecture connecting two seemingly different viewpoints in stochastic subspace identification, one based on Lyapunov equations and the other on prin…