Reverse discrete-time Riccati equation and extended Nehari's problem (Q1911420)
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scientific article; zbMATH DE number 871258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reverse discrete-time Riccati equation and extended Nehari's problem |
scientific article; zbMATH DE number 871258 |
Statements
Reverse discrete-time Riccati equation and extended Nehari's problem (English)
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28 April 1996
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Necessary and sufficient conditions for the existence of the anticausal stabilizing solution to the so-called reverse discrete-time Riccati equation are expressed in terms of the invertibility of two operators. There are certain situations where these conditions are reduced to frequency-domain ones or contracting properties of input-output maps. A suboptimal solution of the prescribed tolerance of the extended Nehari's problem is suggested based on the reverse discrete-time Riccati theory developed in the present paper.
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linear system
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discrete-time Riccati equation
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Nehari's problem
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