Title :
Structure and stability of discrete-time optimal systems
Author :
Rappaport, David ; Silverman, Leonard M.
Author_Institution :
Technion, Haifa, Israel
fDate :
6/1/1971 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099702
