Spectral test for observability and reachability of time-varying systems and the Riccati difference equation

M. A. Peters, P. A. Iglesias

Research output: Contribution to journalConference articlepeer-review

Abstract

A spectral test for the observability and reachability of linear time-invariant systems - the PBH test - is well known and serves to be a powerful characterization of these properties. In this paper it is shown that similar tests exist for linear time-varying systems involving a check over a subset of the spectrum of the weighted block shift known as the set of almost eigenvalues. These tests are then used to derive necessary and sufficient conditions for the existence of a stabilizing solution to the Riccati difference equation of quadratic optimal control.

Original languageEnglish (US)
Pages (from-to)2727-2732
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume3
StatePublished - Dec 1 1999
Externally publishedYes
EventThe 38th IEEE Conference on Decision and Control (CDC) - Phoenix, AZ, USA
Duration: Dec 7 1999Dec 10 1999

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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