DocumentCode
3471415
Title
Maximal symmetric periodic solution and monotonicity properties for a generalized periodic Riccati differential equation
Author
Fragoso, Marcelo D. ; de Souza, Carlos E.
Author_Institution
Nat. Lab. for Sci. Comput., Rio de Janeiro, Brazil
fYear
1991
fDate
11-13 Dec 1991
Firstpage
608
Abstract
A generalized version of the well known periodic Riccati differential equation, which arises in certain optimal filtering problems for linear periodic systems, is studied. A monotonicity property for symmetry periodic equilibrium solutions and the existence of a maximal symmetric periodic equilibrium solution are established
Keywords
differential equations; filtering and prediction theory; linear systems; time-varying systems; generalized periodic Riccati differential equation; linear periodic systems; maximal symmetric periodic equilibrium solution; monotonicity properties; optimal filtering; time varying systems; Additive noise; Australia; Differential equations; Filtering; Laboratories; Nonlinear filters; Research and development; Riccati equations; Symmetric matrices; Veins;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261380
Filename
261380
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