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
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;
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
DOI :
10.1109/IWSSIP.2009.5367796
