Riccati differential equation in optimal filtering of periodic non-stabilizable systems
作者:
CARLOSE. DE SOUZA,
期刊:
International Journal of Control
(Taylor Available online 1987)
卷期:
Volume 46,
issue 4
页码: 1235-1250
ISSN:0020-7179
年代: 1987
DOI:10.1080/00207178708933965
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper discusses the periodic solutions of the matrix Riccati differential equation in the optimal filtering of periodic systems. Special emphasis is given to non-stabilizable systems and the question addressed is the existence and uniqueness of a steady-state periodic non-negative definite solution of the periodic Riccati differential equation which gives rise to an asymptotically stable steady-state filter. The results presented show that the stabilizability is not a necessary condition for the existence of such a periodic solution. The convergence of the general solution of the periodic Riccati differential equation to a periodic equilibrium solution is also investigated. The results are extensions of existing time-invariant systems results to the case of periodic systems
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