Riccati differential equation in optimal filtering of periodic non-stabilizable systems
From MaRDI portal
Publication:3772104
DOI10.1080/00207178708933965zbMath0633.93068WikidataQ115310236 ScholiaQ115310236MaRDI QIDQ3772104
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
93E11: Filtering in stochastic control theory
34C25: Periodic solutions to ordinary differential equations
93C05: Linear systems in control theory
47A62: Equations involving linear operators, with operator unknowns
Related Items
QUALITATIVE RESONANCE OF SHIL'NIKOV-LIKE STRANGE ATTRACTORS, PART II: MATHEMATICAL ANALYSIS, An LMI approach to periodic discrete-time unbiased filtering, Maximal solution of a certain class of periodic Riccati differential equations, \(H_ \infty\) filtering for linear periodic systems with parameter uncertainty, New doubling algorithm for the discrete periodic Riccati equation, Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions, Cyclomonotonicity, Riccati equations and periodic receding horizon control, Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations, 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
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
