Publisher： John Wiley & Sons Inc
ISSN： 1049-8923
Source： INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Vol.25, Iss.7, 2015-05, pp. : 1066-1093
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Abstract
This paper addresses the problem of solving a class of periodic discrete‐time Riccati equation with an indefinite sign of its quadratic term. Such an equation is closely related to the so‐called full‐information H ∞ control of discrete‐time periodic systems. A globally convergent iterative algorithm with a local quadratic convergence rate is proposed for this purpose. An application to the problem of H ∞ filtering of discrete‐time periodic systems is also developed and illustrated via a numerical example. Copyright © 2013 John Wiley & Sons, Ltd.
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