Title :
Maximal symmetric periodic solution and monotonicity properties for a generalized periodic Riccati differential equation
Author :
Fragoso, Marcelo D. ; de Souza, Carlos E.
Author_Institution :
Nat. Lab. for Sci. Comput., Rio de Janeiro, Brazil
Abstract :
A generalized version of the well known periodic Riccati differential equation, which arises in certain optimal filtering problems for linear periodic systems, is studied. A monotonicity property for symmetry periodic equilibrium solutions and the existence of a maximal symmetric periodic equilibrium solution are established
Keywords :
differential equations; filtering and prediction theory; linear systems; time-varying systems; generalized periodic Riccati differential equation; linear periodic systems; maximal symmetric periodic equilibrium solution; monotonicity properties; optimal filtering; time varying systems; Additive noise; Australia; Differential equations; Filtering; Laboratories; Nonlinear filters; Research and development; Riccati equations; Symmetric matrices; Veins;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261380
