The spectral interactor matrix for the singular Riccati equation

作者: S. Bittanti , P. Colaneri , M.F. Mongiovi

DOI: 10.1109/CDC.1994.411409

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摘要: With reference to discrete-time linear square systems, we introduce the notion of spectral interactor matrix, which is an matrix preserving properties underlying system. such a deeper insight into solutions Riccati equation arising in singular filtering gained. Precisely, prove that can be seen as result two contributions, one associated with finite zeros outside unit circle and second produced by at infinity (system delays). >

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