DocumentCode
2099059
Title
Solution of periodic discrete-time Riccati and Lyapunov equations
Author
Sreedhar, J. ; Van Dooren, P.
Author_Institution
Coordinated Sci. Lab., Illinois Univ., Urbana, IL, USA
fYear
1993
fDate
15-17 Dec 1993
Firstpage
361
Abstract
We present a Schur method for the solution of periodic discrete-time Riccati and Lyapunov equations. The method can be easily extended to solve the corresponding implicit equations which arise from generalized state space systems
Keywords
Lyapunov methods; difference equations; discrete time systems; nonlinear differential equations; state-space methods; time-varying systems; Schur method; generalized state space systems; periodic discrete-time Lyapunov equations; periodic discrete-time Riccati equations; Control systems; Difference equations; Eigenvalues and eigenfunctions; Filtering; Matrix decomposition; Optimal control; Plasma welding; Riccati equations; Stability analysis; State-space methods;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325128
Filename
325128
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