On the convergence to the strong solution of periodic Riccati equations

DOI10.1080/00207179208934305zbMATH Open0761.93035OpenAlexW2068257363WikidataQ126246113 ScholiaQ126246113MaRDI QIDQ4013330FDOQ4013330

Authors: Giuseppe De Nicolao 

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1080/00207179208934305

Recommendations

• Difference and differential Riccati equations: a note on the convergence to the strong solution
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Convergence and existence results for continuous- and discrete-time Riccati equations
• A note on the maximal solution of the periodic Riccati equation
• Periodic strong solutions of periodically time-varying matrix Riccati equations

zbMATH Keywords

optimal filteringRiccati equation

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15)

Cites Work

• The difference periodic Ricati equation for the periodic prediction problem
• A canonical decomposition of linear periodic discrete-time systems
• On the Phase Portrait of the Matrix Riccati Equation Arising from the Periodic Control Problem
• Discrete-time linear periodic systems: gramian and modal criteria for reachability and controllability†
• Periodic solutions of matrix Riccati equations with detectability and stabilizability
• Periodicity, Detectability and the Matrix Riccati Equation
• Riccati differential equation in optimal filtering of periodic non-stabilizable systems

Cited In (7)

• The asymptotic analysis of the structure-preserving doubling algorithms
• Periodic strong solutions of periodically time-varying matrix Riccati equations
• Convergence of the time-invariant Riccati differential equation towards its strong solution for stabilizable systems
• Convergence and existence results for continuous- and discrete-time Riccati equations
• Difference and differential Riccati equations: a note on the convergence to the strong solution
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• On the convergence of the modified Riccati equation

This page was built for publication: On the convergence to the strong solution of periodic Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4013330)