Solution of periodic discrete time Riccati and Lyapunov equations

Sreedhar, J.;Van Dooren, Paul
(1993) 32nd IEEE Conference on Decision and Control — Location: San Antonio, USA

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  • Sreedhar, J.UIUC
    Author
  • Van Dooren, PaulUCLouvain
    Author
Abstract
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 from generalized state space systems.
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Sreedhar, J., & Van Dooren, P. (1993). Solution of periodic discrete time Riccati and Lyapunov equations. 32nd IEEE Conference on Decision and Control, San Antonio, USA. https://hdl.handle.net/2078.5/222303