• DocumentCode
    1265281
  • Title

    Time-varying discrete Riccati equation: l2-invertibility, dichotomy, and disconjugacy

  • Author

    Ionescu, Vlad

  • Author_Institution
    Fac. of Autom. Control & Comput., Univ. Polytechnica, Bucharest, Romania
  • Volume
    44
  • Issue
    11
  • fYear
    1999
  • fDate
    11/1/1999 12:00:00 AM
  • Firstpage
    2158
  • Lastpage
    2163
  • Abstract
    Necessary and sufficient existence conditions for the stabilizing solution to the time-varying discrete Riccati equation are given. The result is simply expressed in terms of the original input data via the l 2-uniformly bounded invertibility of an appropriate family of Toeplitz-like operators. Intimate connections with the notions of dichotomy and disconjugacy are also pointed out. Some aspects concerning the dependence of the existence conditions on the monotonicity of the input data are investigated as well
  • Keywords
    Riccati equations; Toeplitz matrices; discrete systems; stability; time-varying systems; Toeplitz-like operators; dichotomy; disconjugacy; input data monotonicity; l2-uniformly bounded invertibility; necessary and sufficient conditions; stabilizing solution; time-varying discrete Riccati equation; Circuits; Filtering; Observability; Riccati equations; Signal processing; Smoothing methods; State estimation; Stochastic systems; Technological innovation; Time domain analysis;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.802936
  • Filename
    802936
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1265281