Abstract
An extension of the Riccati difference equation is introduced. The standard equation is combined with Landau's scheme for adaptive control so as to have a robust convergence property such that a time-invariant stabilizing feedback gain is given even for time-varying systems. The global convergence to the stabilizing solution is proved by constructing a Lyapunov function within the range of time-invariant systems. This relation is an extension of the well-known convergence property of the Riccati difference equation.
