• DocumentCode
    1377910
  • Title

    Periodic Riccati difference equations: approaching equilibria by implicit systems

  • Author

    Carpanese, Nevio

  • Author_Institution
    Dipt. di Elettronica e Inf., Padova Univ., Italy
  • Volume
    45
  • Issue
    7
  • fYear
    2000
  • fDate
    7/1/2000 12:00:00 AM
  • Firstpage
    1391
  • Lastpage
    1396
  • Abstract
    A parameterization of solutions to the periodic Riccati difference equation (RDE) is given. By using behavioral tools the moving equilibria of the periodic RDE are encompassed among the trajectories of the implicit AR model associated to the symplectic pencil of the corresponding Hamiltonian equations. This allows a parameterization of solutions of periodic RDEs even in the case the dynamic matrix is singular
  • Keywords
    Riccati equations; difference equations; geometry; matrix algebra; optimal control; time-varying systems; Hamiltonian equations; behavioral tools; dynamic matrix; implicit AR model; moving equilibria; periodic Riccati difference equations; symplectic pencil; Automatic control; Control systems; Control theory; Difference equations; Linear feedback control systems; Nonlinear control systems; Nonlinear dynamical systems; Nonlinear systems; Riccati equations; State feedback;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.867066
  • Filename
    867066