On the convergence to the strong solution of periodic Riccati equations

DOI10.1080/00207179208934305zbMath0761.93035OpenAlexW2068257363WikidataQ126246113 ScholiaQ126246113MaRDI QIDQ4013330

De Nicolao, Giuseppe

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1080/00207179208934305

zbMATH Keywords

Riccati equationoptimal filtering

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15)

Related Items (2)

The asymptotic analysis of the structure-preserving doubling algorithms ⋮ Convergence and existence results for continuous- and discrete-time Riccati equations

Cites Work

• A canonical decomposition of linear periodic discrete-time systems
• Discrete-time linear periodic systems: gramian and modal criteria for reachability and controllability†
• On the Phase Portrait of the Matrix Riccati Equation Arising from the Periodic Control Problem
• Riccati differential equation in optimal filtering of periodic non-stabilizable systems
• The difference periodic Ricati equation for the periodic prediction problem
• Periodicity, Detectability and the Matrix Riccati Equation
• Periodic solutions of matrix Riccati equations with detectability and stabilizability

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