Chapter 1: Invited Addresses and Tutorials on Signals, Coding,
  Systems and Intelligent Techniques

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

Reference: 12th International Workshop on Systems, Signals and Image Processing 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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