Title :
Fake algebraic Riccati techniques and stability
Author :
Poubelle, Marie-antoinette ; Bitmead, Robert ; Gevers, Michel R.
Author_Institution :
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
fDate :
4/1/1988 12:00:00 AM
Abstract :
Conditions, sufficient and necessary, for monotonic behavior of the solutions of the Riccati differential equation and Riccati difference equation are derived. For the optimal filtering (respectively, control) equation these results are derived without the usual requirement of detectability (respectively, stabilizability). The monotonic behavior allows proof of stabilizing properties of the solutions, subject only to requirements on the initial conditions
Keywords :
differential equations; filtering and prediction theory; optimal control; stability; Riccati difference equation; Riccati differential equation; detectability; monotonic behavior; optimal filtering; stability; Asymptotic stability; Australia; Difference equations; Differential algebraic equations; Differential equations; Filtering; Optimal control; Riccati equations; Sufficient conditions; Systems engineering and theory;
Journal_Title :
Automatic Control, IEEE Transactions on
