• DocumentCode
    805845
  • Title

    Structure and stability of discrete-time optimal systems

  • Author

    Rappaport, David ; Silverman, Leonard M.

  • Author_Institution
    Technion, Haifa, Israel
  • Volume
    16
  • Issue
    3
  • fYear
    1971
  • fDate
    6/1/1971 12:00:00 AM
  • Firstpage
    227
  • Lastpage
    233
  • Abstract
    Optimization of discrete-time linear systems with respect to general quadratic costs, including singular cases, is examined. By introduction of the concept of perfect observability, a complete stability theory is obtained. Several tests for perfect observability are also given, and application to the dual correlated noise filtering problem is made.
  • Keywords
    Discrete time Riccati equations; Linear systems, time-invariant discrete-time; Observability; Optimal control; Riccati equations, discrete-time; Stability; Control systems; Cost function; Filtering; Linear systems; NASA; Observability; Optimal control; Riccati equations; Stability criteria; Testing;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1971.1099702
  • Filename
    1099702
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=805845