Title of article
ON THE ALGORITHMS FOR SOLVING DISCRETE PERIODIC RICCATI EQUATION
Author/Authors
ALIEV, FIKRET A., Baku State University - Institute of Applied Mathematics, Azerbaijan , LARIN, VLADIMIR B., Academy of Sciences of Ukraine - Institute of Mechanics - Department of Dynamics of Complex Systems, Ukraine
From page
46
To page
54
Abstract
Based on the linear matrix inequalities, an algorithm is proposed for constructing the stabilizing solution of discrete periodic Riccati equations arising in control and filtering problems. The possibility of constructing of solutions of antistabilizing discrete periodic Riccati equation is noted. It is shown that this algorithm can be effective in the case of the so-called modified algebraic Riccati equation
Keywords
Antistabilizing , Control , Filtering , LMI , Riccati Equation , Stabilization
Journal title
applied and computational mathematics
Record number
2505365
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