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On the discrete time algebraic Riccati equation

1973; Institute of Electrical and Electronics Engineers; Volume: 18; Issue: 3 Linguagem: Inglês

10.1109/tac.1973.1100280

2334-3303

H. Payne, L. Silverman,

Stability and Control of Uncertain Systems

A detailed account of the properties of a class of algebraic Riccati equations which arise in discrete time control and filtering problems is given. It is shown that a generalized notion of detectability plays an important role in classifying solutions of these equations. This concept is also related to a minimum phase condition.