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

fYear

1989

fDate

13-15 Dec 1989

Firstpage

2595

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;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1989., Proceedings of the 28th IEEE Conference on

Conference_Location

Tampa, FL

Type

conf

DOI

10.1109/CDC.1989.70649

Filename

70649