Orders > Conference proceedings > 12th international workshop on systems, signals and image processing
(from Chapter 1: Invited Addresses and Tutorials on Signals, Coding, Systems and Intelligent Techniques)
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Title: |
An interesting property of the doubling algorithm for solving the discrete time Riccati equation |
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Author(s): |
N. Assimakis, S. Roulis, D. Lainiotis, M. Triandafillidis |
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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 |
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Reference: |
SSIP-SP1, 2005 pp. 73 - 75 |
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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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