Periodic strong solution for the optimal filtering problem of linear discrete-time periodic systems

DOI10.1109/9.73566zbMath0737.93071OpenAlexW2155612372MaRDI QIDQ3981733

Carlos E. de Souza

Publication date: 26 June 1992

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

Full work available at URL: https://doi.org/10.1109/9.73566

zbMATH Keywords

periodic Riccati difference equationoptimal filtering problemlinear periodic discrete time systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

Related Items (7)

Differential periodic Riccati equations: Existence and uniqueness of nonnegative definite solutions ⋮ Robust stability and control of uncertain linear discrete-time periodic systems with time-delay ⋮ A parametric periodic Lyapunov equation with application in semi-global stabilization of discrete-time periodic systems subject to actuator saturation ⋮ The Maximal Solution and Comparison Theorems for the Periodic Discrete-Time Riccati Equation ⋮ Asymptotic behavior of periodic \(H_\infty\) a posteriori filters ⋮ Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models ⋮ Performance limitations in the robust servomechanism problem for discrete time periodic systems

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