Reverse discrete-time Riccati equation and extended Nehari's problem
type: Item
instance of: scholarly article
title: Reverse discrete-time Riccati equation and extended Nehari's problem
zbMATH Open document ID: 0862.93032
DOI: 10.1016/0024-3795(94)00129-4
author: Vlad Ionescu
published in: Linear Algebra and its Applications
publication date: 1996-04-28T00:00:00Z
review text: 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.
reviewed by: L. Faybusovich
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 15A24
zbMATH DE Number: 871258
zbMATH Keywords: linear system
zbMATH Keywords: discrete-time Riccati equation
zbMATH Keywords: Nehari's problem
MaRDI profile type: Publication
full work available at URL: 0024-3795(94)00129-4
OpenAlex ID: W2038585808
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description: scientific article; zbMATH DE number 871258