An interesting property of the Doubling Algorithm for solving the discrete time Riccati Equation

被引：0

作者：

Assimakis, N ^{[1
]}

Roulis, S ^{[1
]}

Lainiotis, D ^{[1
]}

Triandafillidis, M ^{[1
]}

机构：

[1] Technol Educ Inst Lamia, Dept Elect, Lamia 35100, Greece

来源：

IWSSIP 2005: PROCEEDINGS OF THE 12TH INTERNATIONAL WORSHOP ON SYSTEMS, SIGNALS & IMAGE PROCESSING | 2005年

关键词：

Riccati Equation; Doubling Algorithm;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper it is shown that the Doubling Algorithm for solving the discrete time Riccati Equation also provides the steady state solution of a related dual Riccati Equation.

引用

页码：73 / 75

页数：3

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