This paper describes sufficient conditions for the monotonic convergence of discrete-time and continuous-time Riccati equations. It is shown that when the Riccati equation solutions converge, the time-varying, minimum-variance, fixed-interval smoothers provide optimal performance. That is, the energy of the estimation errors asymptotically approach a lower bound and attain I 2 /L 2  stability.
['Garry A. Einicke']
Asymptotic convergence of Riccati equation and smoother solutions