A note on the maximal solution of the periodic Riccati equation

DOI10.1109/9.40785zbMath0689.93066OpenAlexW2063799102MaRDI QIDQ3032180

Bittanti, Sergio, De Nicolao, Giuseppe, Colaneri, Patrizio

Publication date: 1989

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.40785

zbMATH Keywords

maximal solutionperiodic Riccati differential equationperiodic symmetric solutions

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Periodic solutions to ordinary differential equations (34C25) Estimation and detection in stochastic control theory (93E10) Asymptotic stability in control theory (93D20)

Related Items (8)

Cyclomonotonicity, Riccati equations and periodic receding horizon control ⋮ On the use of reachability Gramians for the stabilization of linear periodic systems ⋮ SDP-based approximation of stabilising solutions for periodic matrix Riccati differential equations ⋮ Maximal solution of a certain class of periodic Riccati differential equations ⋮ An efficient LQR design for discrete-time linear periodic system based on a novel lifting method ⋮ An efficient algorithm for periodic Riccati equation with periodically time-varying input matrix ⋮ A numerical evaluation of solvers for the periodic Riccati differential equation ⋮ New doubling algorithm for the discrete periodic Riccati equation

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