On the convergence to the strong solution of periodic Riccati equations
作者:
GIUSEPPEDE NICOLAO,
期刊:
International Journal of Control
(Taylor Available online 1992)
卷期:
Volume 56,
issue 1
页码: 87-97
ISSN:0020-7179
年代: 1992
DOI:10.1080/00207179208934305
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The convergence of the solution of the differential and difference periodic Riccati equation with non-negative initial condition is studied. In particular, with reference to the Riccati equation for optimal filtering, we consider detectable but not necessarily stabilizable systems and no restrictive assumption is imposed on the modulus of the unreachable characteristic multipliers. Then, a new condition for the convergence to the periodic strong solution is provided. As a corollary, it follows that, for any positive definite initial condition, the solution of the periodic Riccati equation converges to the periodic strong solution. The new condition encompasses as particular cases the convergence results already available in the literature.
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