Reverse discrete-time Riccati equation and extended Nehari's problem (Q1911420)

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Reverse discrete-time Riccati equation and extended Nehari's problem
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    Reverse discrete-time Riccati equation and extended Nehari's problem (English)
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    28 April 1996
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    Necessary and sufficient conditions for the existence of the anticausal stabilizing solution to the so-called reverse discrete-time Riccati equation are expressed in terms of the invertibility of two operators. There are certain situations where these conditions are reduced to frequency-domain ones or contracting properties of input-output maps. A suboptimal solution of the prescribed tolerance of the extended Nehari's problem is suggested based on the reverse discrete-time Riccati theory developed in the present paper.
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    linear system
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    discrete-time Riccati equation
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    Nehari's problem
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