DocumentCode
833624
Title
Comments on "On the numerical solution of the discrete-time algebraic Riccati equation"
Author
Emami-Naeini, A. ; Franklin, Gregory
Author_Institution
Stanford University, Stanford, CA, USA
Volume
25
Issue
5
fYear
1980
fDate
10/1/1980 12:00:00 AM
Firstpage
1015
Lastpage
1016
Abstract
The problem discussed in the above paper has been independently considered by the authors in [1], [2]. The purpose of this note is to point out the differences with our approach of solving the same problem, to present a solution to the eigenvalue reordering problem which is left as work to be done in the paper, and to present an extension suitable for problems with singular loss matrix on control.
Keywords
Discrete time Riccati equations; Riccati equations, discrete-time; Digital filters; Multidimensional signal processing; Multidimensional systems; Nonlinear filters; Polynomials; Riccati equations; Signal processing algorithms; Speech processing; Stability; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1980.1102449
Filename
1102449
Link To Document