• 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