IEEE - Institute of Electrical and Electronics Engineers, Inc. - Solution of periodic discrete-time Riccati and Lyapunov equations

Proceedings of 32nd IEEE Conference on Decision and Control

Author(s): Sreedhar, J. ; Van Dooren, P.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1993
Conference Location: San Antonio, TX, USA
Conference Date: 15 December 1993
ISBN (Paper): 0-7803-1298-8
DOI: 10.1109/CDC.1993.325128
Regular:

We present a Schur method for the solution of periodic discrete-time Riccati and Lyapunov equations. The method can be easily extended to solve the corresponding implicit equations which arise... View More

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