• 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