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On the discrete time algebraic Riccati equation |
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| Authors: | Payne H. Silverman L. |
| Affiliation: | University of Southern California, Los Angeles, CA, USA; |
| Abstract: | A detailed account of the properties of a class of algebraic Riccati equations which arise in discrete time control and filtering problems is given. It is shown that a generalized notion of detectability plays an important role in classifying solutions of these equations. This concept is also related to a minimum phase condition. |
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