On the singular periodic Riccati equation: Theoretical results and an application to a prediction problem

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

DOI: 10.23919/ECC.1997.7082706

关键词:

摘要: With reference to periodic discrete-time systems, the solution of Riccati equation is given in general case singular and nearly-singular problems. To this aim, concept Periodic Spectral Interactor Matrix Operator (PSIMO) introduced. The PSIMO a synthetic tool represent invariant zeros structure at infinity (delays) systems an operatorial fashion. It enables one transform system into non-singular with identical spectral properties. This useful characterise family solutions arising from prediction problem. developed theory proved be very convenient

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