Time-varying discrete Riccati equation: l(2)-invertibility, dichotomy, anddisconjugacy

Authors
Ionescu, V
Citation
V. Ionescu, Time-varying discrete Riccati equation: l(2)-invertibility, dichotomy, anddisconjugacy, IEEE AUTO C, 44(11), 1999, pp. 2158-2163
Citations number
31
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN journal
00189286 → ACNP
Volume
44
Issue
11
Year of publication
1999
Pages
2158 - 2163
Database
ISI
SICI code
0018-9286(199911)44:11<2158:TDRELD>2.0.ZU;2-Y
Abstract
Necessary and sufficient existence conditions for the stabilizing solution to the time-varying discrete Riccati equation are given. The result is simp ly expressed in terms of the original input data via the l(2)-uniformly bou nded invertibility of an appropriate family of Toeplitz-like operators. Int imate connections with the notions of dichotomy and disconjugacy are also p ointed out. Some aspects concerning the dependence of the existence conditi ons on the monotonicity of the input data are investigated as well.