Proceedings of the International Conference
I W S S I P   2005
12th INTERNATIONAL WORKSHOP ON SYSTEMS, SIGNALS & IMAGE PROCESSING

22 - 24 September 2005, Chalkida Greece
 
(from Chapter 1: Invited Addresses and Tutorials on Signals, Coding, Systems and Intelligent Techniques)

 Full Citation and Abstract

0 Title: An interesting property of the doubling algorithm for solving the discrete time Riccati equation
  Author(s): N. Assimakis, S. Roulis, D. Lainiotis, M. Triandafillidis
  Address: Department of Electronics, Technological Educational Institute of Lamia, 35100 Lamia, Greece
Department of Electronics, Technological Educational Institute of Lamia, 35100 Lamia, Greece
Department of Computer Engineering, University of Patra, 26500 Patra, Greece
Department of Electrical Engineering, Technological Educational Institute of Kavala, 65302 Kavala, Greece
assimakis @ teilam.gr, sroulis @ teilam.gr
  Reference: SSIP-SP1, 2005  pp. 73 - 75
  Abstract/
Summary
In this paper it is shown that the Doubling Algorithm for solving the discrete time Riccati Equation also provides the steady state solution of a related dual Riccati Equation.
 
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