Title :
Periodic Riccati difference equations: approaching equilibria by implicit systems
Author :
Carpanese, Nevio
Author_Institution :
Dipt. di Elettronica e Inf., Padova Univ., Italy
fDate :
7/1/2000 12:00:00 AM
Abstract :
A parameterization of solutions to the periodic Riccati difference equation (RDE) is given. By using behavioral tools the moving equilibria of the periodic RDE are encompassed among the trajectories of the implicit AR model associated to the symplectic pencil of the corresponding Hamiltonian equations. This allows a parameterization of solutions of periodic RDEs even in the case the dynamic matrix is singular
Keywords :
Riccati equations; difference equations; geometry; matrix algebra; optimal control; time-varying systems; Hamiltonian equations; behavioral tools; dynamic matrix; implicit AR model; moving equilibria; periodic Riccati difference equations; symplectic pencil; Automatic control; Control systems; Control theory; Difference equations; Linear feedback control systems; Nonlinear control systems; Nonlinear dynamical systems; Nonlinear systems; Riccati equations; State feedback;
Journal_Title :
Automatic Control, IEEE Transactions on
