Title :
Periodic solutions of periodic Riccati equations
Author :
Bittanti, S. ; Colaneri, P. ; Guardabassi, G.
Author_Institution :
Politecnico di Milano, Milano, Italy
fDate :
7/1/1984 12:00:00 AM
Abstract :
For periodically time-varying matrix Riccati equations, controllability and observability (in the usual sense) are shown to be sufficient for the existence of a unique positive definite periodic solution.
Keywords :
Controllability, linear systems; Differential Riccati equations; Linear systems, time-varying; Observability, linear systems; Riccati equations, differential; Time-varying systems, linear; Controllability; Differential equations; Eigenvalues and eigenfunctions; Kalman filters; Notice of Violation; Observability; Riccati equations; Time varying systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103613
