An algebraic Riccati equation for the discrete-time periodic prediction problem

DOI10.1016/0167-6911(90)90084-8zbMath0692.93070OpenAlexW1964056348MaRDI QIDQ584206

Bittanti, Sergio, Colaneri, Patrizio, De Nicolao, Giuseppe

Publication date: 1990

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90084-8

zbMATH Keywords

discrete-time periodic Riccati equationDPREperiodic predictionstabilizability and detectabilitystrong and stabilizing solution

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

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The realization problem for linear periodic systems ⋮ Optimal periodic scheduling of sensor networks: a branch and bound approach ⋮ A parametric periodic Lyapunov equation with application in semi-global stabilization of discrete-time periodic systems subject to actuator saturation ⋮ Scheduling of a limited communication channel for optimal control. ⋮ An LMI approach to periodic discrete-time unbiased filtering ⋮ Continuous-time periodic \(H_\infty\) filtering via LMI ⋮ Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models ⋮ Performance limitations in the robust servomechanism problem for discrete time periodic systems ⋮ Zero-error regulation of discrete-time linear periodic systems ⋮ \({\mathcal H}^ \infty\) and \({\mathcal H}^ 2\) optimal controllers for periodic and multirate systems ⋮ Iterative algorithms for discrete periodic Riccati matrix equations

Cites Work

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• Discrete-time linear periodic systems: A note on the reachability and controllability interval length
• Inertia theorems for the periodic Lyapunov difference equation and periodic Riccati difference equation
• A canonical decomposition of linear periodic discrete-time systems
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Zeros of discrete-time linear periodic systems
• On the structure theory of discrete-time linear systems
• The difference periodic Ricati equation for the periodic prediction problem
• Optimal state estimation in high noise

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