DocumentCode
2414360
Title
On the generalized Riccati difference equation
Author
Darouach, M. ; Zasadzinski, M. ; Onana, A. Bassong
Author_Institution
CRAN-EARAL, CNRS, Cosnes-et-Romain, France
fYear
1992
fDate
1992
Firstpage
977
Abstract
The generalized Riccati difference equation (GRDE) arising in the generalized Kalman filter is considered. The convergence and stability conditions are derived in terms of detectability and reachability of the singular discrete system
Keywords
Kalman filters; convergence; difference equations; filtering and prediction theory; matrix algebra; stability criteria; convergence conditions; detectability; generalized Kalman filter; generalized Riccati difference equation; reachability; singular discrete system; stability conditions; Biological systems; Chemicals; Convergence; Difference equations; Filters; Large-scale systems; Riccati equations; Stability; Sufficient conditions; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location
Tucson, AZ
Print_ISBN
0-7803-0872-7
Type
conf
DOI
10.1109/CDC.1992.371579
Filename
371579
Link To Document