Riccati differential equation in optimal filtering of periodic non-stabilizable systems

DOI10.1080/00207178708933965zbMath0633.93068OpenAlexW2081542323WikidataQ115310236 ScholiaQ115310236MaRDI QIDQ3772104

Carlos E. de Souza

Publication date: 1987

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178708933965

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Periodic solutions to ordinary differential equations (34C25) Linear systems in control theory (93C05) Equations involving linear operators, with operator unknowns (47A62)

Related Items (11)

Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions ⋮ Cyclomonotonicity, Riccati equations and periodic receding horizon control ⋮ On the convergence to the strong solution of periodic Riccati equations ⋮ Differential periodic Riccati equations: a note on the existence of an infinite number of periodic strong solutions ⋮ Maximal solution of a certain class of periodic Riccati differential equations ⋮ \(H_ \infty\) filtering for linear periodic systems with parameter uncertainty ⋮ QUALITATIVE RESONANCE OF SHIL'NIKOV-LIKE STRANGE ATTRACTORS, PART II: MATHEMATICAL ANALYSIS ⋮ Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations ⋮ An LMI approach to periodic discrete-time unbiased filtering ⋮ Continuous-time periodic \(H_\infty\) filtering via LMI ⋮ New doubling algorithm for the discrete periodic Riccati equation

Cites Work

• Inertia theorems for the periodic Liapunov equation and periodic Riccati equation
• Stabilizability and detectability of linear periodic systems
• The extended periodic Lyapunov lemma
• On the matrix Riccati equation
• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Periodicity, Detectability and the Matrix Riccati Equation
• Periodic solutions of matrix Riccati equations with detectability and stabilizability
• On a Matrix Riccati Equation of Stochastic Control

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