Abstract
The periodic symmetric solutions of the periodic Riccati differential equation associated with the filtering problem are considered by the authors. It is proven that, under the sole assumption of detectability, there exists a maximal solution. Moreover, such a solution turns out to be strong, i.e. the characteristic multipliers of the associated closed-loop system belong to the closed unit disk. The proof relies on an iterative linearization technique, which calls for a sequence of periodic Lyapunov equations. Similar results are given for the minimal solution. >
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.