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Extended Nehari problem for time-variant discrete systems
Authors:Aristide HalanayVlad Ionescu
Abstract:In this paper a suboptimal solution to the time-variant discrete version of the extended Nehari problem is given. The main tool used to obtain such a solution, with prescribed tolerance, is the so-called anticausal stabilizing solution to the reverse discrete-time Riccati equation.
Keywords:Discrete time-variant systems   Riccati equation   Kalman-Yakoubovich theory   Nehari problem   contracting l2-input-output operator
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