Title :
Time-varying discrete Riccati equation: l2-invertibility, dichotomy, and disconjugacy
Author_Institution :
Fac. of Autom. Control & Comput., Univ. Polytechnica, Bucharest, Romania
fDate :
11/1/1999 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
