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Periodic solutions of discrete matrix Riccati equations with constant coefficient matrices

  • Control Theory
  • Conference paper
  • First Online:
System Modeling and Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 38))

  • 335 Accesses

Abstract

The well-known discrete matrix Riccati equations arising in the theory of optimal estimation and control problems are considered.

Existence conditions are established of real symmetric periodic solutions as well as of real symmetric nonnegative-definite periodic solutions. Furthermore, an algorithm is developed to derive such periodic solutions.

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References

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Author information

Authors and Affiliations

  1. the International Institute for Advanced Study of Social Information Science, Fujitsu Ltd., 410-03, Shizuoka, Japan

    H. Kano

  2. the Institute of Space and Astronautical Science, Tokyo, Japan

    T. Nishimura

Authors
  1. H. Kano
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  2. T. Nishimura
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Editor information

R. F. Drenick F. Kozin

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© 1982 Springer-Verlag

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Kano, H., Nishimura, T. (1982). Periodic solutions of discrete matrix Riccati equations with constant coefficient matrices. In: Drenick, R.F., Kozin, F. (eds) System Modeling and Optimization. Lecture Notes in Control and Information Sciences, vol 38. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006137

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  • DOI: https://doi.org/10.1007/BFb0006137

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-11691-2

  • Online ISBN: 978-3-540-39459-4

  • eBook Packages: Springer Book Archive

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