Comments on "On the numerical solution of the discrete-time algebraic Riccati equation"

1 October 1980

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 25 (5) , 1015-1016
https://doi.org/10.1109/TAC.1980.1102449

Abstract

The problem discussed in the above paper has been independently considered by the authors in [1], [2]. The purpose of this note is to point out the differences with our approach of solving the same problem, to present a solution to the eigenvalue reordering problem which is left as work to be done in the paper, and to present an extension suitable for problems with singular loss matrix on control.

Keywords

RICCATI EQUATIONS
STABILITY
SIGNAL PROCESSING ALGORITHMS
DIGITAL FILTERS
MULTIDIMENSIONAL SYSTEMS
POLYNOMIALS
SPEECH PROCESSING
MULTIDIMENSIONAL SIGNAL PROCESSING
SUFFICIENT CONDITIONS
NONLINEAR FILTERS

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