The difference periodic Ricati equation for the periodic prediction problem

This publication has 51 references indexed in Scilit:

• Deterministic and stochastic linear periodic systems
  Published by Springer Nature ,2006
• Analysis of the discrete-time periodic Riccati equation by a Kleinman procedure
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,1986
• Analysis of the Periodic Lyapunov and Riccati Equations via Canonical Decomposition
  SIAM Journal on Control and Optimization, 1986
• Discrete-time linear periodic systems: gramian and modal criteria for reachability and controllability†
  International Journal of Control, 1985
• On the numerical solution of the discrete-time algebraic Riccati equation
  IEEE Transactions on Automatic Control, 1980
• Discrete Riccati Equations: Alternative Algorithms, Asymptotic Properties, and System Theory Interpretations
  Published by Elsevier ,1976
• Optimal linear regulators: The discrete-time case
  IEEE Transactions on Automatic Control, 1971
• An iterative technique for the computation of the steady state gains for the discrete optimal regulator
  IEEE Transactions on Automatic Control, 1971
• On the discrete time matrix Riccati equation of optimal control†
  International Journal of Control, 1970
• On an iterative technique for Riccati equation computations
  IEEE Transactions on Automatic Control, 1968