DocumentCode
844488
Title
Fake algebraic Riccati techniques and stability
Author
Poubelle, Marie-antoinette ; Bitmead, Robert ; Gevers, Michel R.
Author_Institution
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
Volume
33
Issue
4
fYear
1988
fDate
4/1/1988 12:00:00 AM
Firstpage
379
Lastpage
381
Abstract
Conditions, sufficient and necessary, for monotonic behavior of the solutions of the Riccati differential equation and Riccati difference equation are derived. For the optimal filtering (respectively, control) equation these results are derived without the usual requirement of detectability (respectively, stabilizability). The monotonic behavior allows proof of stabilizing properties of the solutions, subject only to requirements on the initial conditions
Keywords
differential equations; filtering and prediction theory; optimal control; stability; Riccati difference equation; Riccati differential equation; detectability; monotonic behavior; optimal filtering; stability; Asymptotic stability; Australia; Difference equations; Differential algebraic equations; Differential equations; Filtering; Optimal control; Riccati equations; Sufficient conditions; Systems engineering and theory;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.192194
Filename
192194
Link To Document