Abstract
The well-known discrete matrix Riccati equations arising in the theory of optimal estimation and control problems are considered.
Existence conditions are established of real symmetric periodic solutions as well as of real symmetric nonnegative-definite periodic solutions. Furthermore, an algorithm is developed to derive such periodic solutions.
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© 1982 Springer-Verlag
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Kano, H., Nishimura, T. (1982). Periodic solutions of discrete matrix Riccati equations with constant coefficient matrices. In: Drenick, R.F., Kozin, F. (eds) System Modeling and Optimization. Lecture Notes in Control and Information Sciences, vol 38. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006137
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DOI: https://doi.org/10.1007/BFb0006137
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