Title of article :
ON THE ALGORITHMS FOR SOLVING DISCRETE PERIODIC RICCATI EQUATION
Author/Authors :
ALIEV, FIKRET A., Baku State University - Institute of Applied Mathematics, Azerbaijan , LARIN, VLADIMIR B., Academy of Sciences of Ukraine - Institute of Mechanics - Department of Dynamics of Complex Systems, Ukraine
Abstract :
Based on the linear matrix inequalities, an algorithm is proposed for constructing the stabilizing solution of discrete periodic Riccati equations arising in control and filtering problems. The possibility of constructing of solutions of antistabilizing discrete periodic Riccati equation is noted. It is shown that this algorithm can be effective in the case of the so-called modified algebraic Riccati equation
Keywords :
Antistabilizing , Control , Filtering , LMI , Riccati Equation , Stabilization
Journal title :
applied and computational mathematics
