DocumentCode
811732
Title
On the discrete time algebraic Riccati equation
Author
Silverman, Lee
Volume
18
Issue
3
fYear
1973
fDate
6/1/1973 12:00:00 AM
Firstpage
226
Lastpage
234
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100280
Filename
1100280
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