Title :
On the optimal filtering problem of linear discrete-time periodic systems
Author :
Souza, Carlos E.
Author_Institution :
Dept. of Electr. Eng., Newcastle Univ., NSW, Australia
Abstract :
Consideration is given to the periodic Riccati difference equation for the optimal filtering problem of linear periodic discrete-time systems. Specifically, a number of results are provided on the existence, uniqueness, and stability properties of symmetric periodic nonnegative definite solutions of the periodic Riccati difference equation in the case of nonreversible and nonstabilizable periodic systems. the convergence of symmetric periodic nonnegative definite solutions of the periodic Riccati difference equation is analyzed. The results have been established under weaker assumptions and include both necessary and sufficient conditions
Keywords :
convergence; difference equations; discrete time systems; filtering and prediction theory; linear systems; stability; time-varying systems; convergence; discrete time systems; existence; linear systems; nonreversible; nonstabilizable; optimal filtering; periodic Riccati difference equation; periodic systems; stability; time-varying systems; uniqueness; Computer hacking; Control system synthesis; Difference equations; Digital filters; Filtering; Nonlinear filters; Riccati equations; Stability; Sufficient conditions;
Conference_Titel :
Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
Conference_Location :
Tampa, FL
DOI :
10.1109/CDC.1989.70649
