Structure and stability of discrete-time optimal systems
- 1 June 1971
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 16 (3) , 227-233
- https://doi.org/10.1109/tac.1971.1099702
Abstract
Optimization of discrete-time linear systems with respect to general quadratic costs, including singular cases, is examined. By introduction of the concept of perfect observability, a complete stability theory is obtained. Several tests for perfect observability are also given, and application to the dual correlated noise filtering problem is made.Keywords
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