Title :
Existence and uniqueness conditions for the periodic solutions of the discrete-time periodic Lyapunov equation
Author :
Bolzern, P. ; Colaneri, P.
Author_Institution :
Politecnico di Milano, Milano, Italy
Abstract :
In this paper, the discrete-time periodic Lyapunov equation (DPLE) is considered. Criteria for the existence and the uniqueness of periodic solutions of DPLE are worked out. It is also treated the case of positive (semi)definite solutions. To this aim, reference is made to the controllableuncontrollable decomposition of the periodic pair underlying DPLE.
Keywords :
Artificial intelligence; Control systems; Controllability; Eigenvalues and eigenfunctions; Equations; Kalman filters; Matrix decomposition; Noise measurement; Sufficient conditions; Symmetric matrices;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267108
