Title :
On the discrete time algebraic Riccati equation
fDate :
6/1/1973 12:00:00 AM
Abstract :
A detailed account of the properties of a class of algebraic Riccati equations which arise in discrete time control and filtering problems is given. It is shown that a generalized notion of detectability plays an important role in classifying solutions of these equations. This concept is also related to a minimum phase condition.
Keywords :
Discrete time Riccati equations; Linear systems, time-invariant discrete-time; Optimal control; Riccati equations, discrete-time; Cost function; Filtering; MIMO; Output feedback; Regulators; Riccati equations; Stability; Standards development; Sufficient conditions; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100280
