Title :
Convergence and properties of the solutions of the Ricatti difference equation
Author :
Siew Wah Chan ; Goodwin, Graham C. ; Kwai Sang Sin
Author_Institution :
University of Newcastle, Austrailia
Abstract :
This paper studies the convergence and properties of the solutions of the riccati difference equation. Special emphasis is given to systems which are not necessarily stabilizable, particularly those having roots on the unit circle. Besides generalizing and unifying previous work, the results have application to a number of important problems including filtering, modelling and control of systems with purely deterministic disturbances such as sinusoids.
Keywords :
Difference equations;
Conference_Titel :
Decision and Control, 1982 21st IEEE Conference on
Conference_Location :
Orlando, FL, USA
DOI :
10.1109/CDC.1982.268449