On the bilinear transformation of Riccati equations
From MaRDI portal
Publication:3710387
DOI10.1109/TAC.1986.1104110zbMath0584.93010MaRDI QIDQ3710387
No author found.
Publication date: 1986
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
optimal controlalgebraic Riccati equationtransformationsKalman filteringtime- invariant discrete linear system
Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Transformations (93B17) Model systems in control theory (93C99)
Related Items (7)
Near-optimum steady-state regulator for discrete singularly perturbed systems with a prescribed degree of stability ⋮ On the bilinear transformation of LQG-balanced realizations ⋮ New method for optimal control and filtering of weakly coupled linear discrete stochastic systems ⋮ Simple method for solving the constant gains of Kalman filters with single output ⋮ The dual algebraic Riccati equations and the set of all solutions of the discrete-time Riccati equation ⋮ Discrete-time optimal regulator with closed-loop poles in a prescribed region ⋮ Multi-rate regulator design of two-time-scale systems via digital redesign method
This page was built for publication: On the bilinear transformation of Riccati equations
