Time-varying discrete Riccati equation in terms of Ben Artzi-Gohberg dichotomy
نویسندگان
چکیده
منابع مشابه
Solutions of the Riccati equation for H Discrete Time Systems
Let H and Y be separable Hilbert spaces, and U finite dimensional. Let A ∈ L(H), B ∈ L(U,H), C ∈ L(H,Y ), D ∈ L(U, Y ), and suppose that the open loop transfer function D(z) := D+zC(I−zA)B ∈ H(D;L(U, Y )), where D is the open unit disk. We consider a subset of self adjoint solutions P of the discrete time algebraic operator Riccati equation (DARE) APA− P + CJC = K PΛPKP , ΛP = D JD +BPB...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1998
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(97)10042-8