DocumentCode
2888811
Title
Riccati Equation Solution Method for the Computation of the Extreme Solutions of X+A*X-1A=Q and X-A*X-1A=Q
Author
Adam, Maria ; Sanida, Francesca ; Assimakis, Nicholas ; Voliotis, Stamatis
Author_Institution
Dept. of Comput. Sci. & Biomed. Inf., Univ. of Central Greece, Lamia, Greece
fYear
2009
fDate
18-20 June 2009
Firstpage
1
Lastpage
4
Abstract
Algebraic and recursive methods for computing the extreme solutions of the matrix equations X + A*X-1A = Q and X - A*X-1A = Q are presented in this paper. The proposed algorithms are based on the solution of the corresponding discrete time Riccati equations.
Keywords
Riccati equations; matrix algebra; algebraic method; discrete time Riccati equations; matrix equations; recursive method; Biomedical computing; Biomedical informatics; Computer science; Control theory; Dynamic programming; Educational technology; Filtering theory; Riccati equations; Statistics; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems, Signals and Image Processing, 2009. IWSSIP 2009. 16th International Conference on
Conference_Location
Chalkida
Print_ISBN
978-1-4244-4530-1
Electronic_ISBN
978-1-4244-4530-1
Type
conf
DOI
10.1109/IWSSIP.2009.5367796
Filename
5367796
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