Structure and stability of discrete-time optimal systems
Discrete-time optimal linear systems structure and stability, assuming quadratic costs and perfect observability
Rappaport, D.↗
Engineering topics
Rappaport, D.
Publications and source records attributed to Rappaport, D..
Constant directions of the Riccati equation
A constant direction of the Riccati equation associated with a class of singular discrete-time optimization problems is defined. The set of constant directions is completely characterized using a control viewpoint. Constant directions are used to reduce the computational complexity of the optimal system. Application to optimal filtering in colored noise is given.
Rappaport, D.↗