Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations

DOI10.1080/00207178908953393zbMath0692.39002OpenAlexW1992256848MaRDI QIDQ3034268

Carlos E. de Souza

Publication date: 1989

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178908953393

zbMATH Keywords

optimal filteringperiodic Riccati difference equationperiodic matricesmaximal symmetric periodic solutionperiodic strong solution

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Additive difference equations (39A10)

Related Items (5)

A note on periodic solutions of Riccati equations ⋮ The Maximal Solution and Comparison Theorems for the Periodic Discrete-Time Riccati Equation ⋮ Unnamed Item ⋮ Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models ⋮ Iterative algorithms for discrete periodic Riccati matrix equations

Cites Work

• Stabilizability and detectability of linear periodic systems
• Monotonicity of maximal solutions of algebraic Riccati equations
• Controllability, stabilizability, and matrix Riccati equations for periodic systems
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Riccati differential equation in optimal filtering of periodic non-stabilizable systems
• The difference periodic Ricati equation for the periodic prediction problem
• On a Matrix Riccati Equation of Stochastic Control

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