Structure and stability of discrete-time optimal systems
David D. Rappaport, Leonard M. Silverman · IEEE Transactions on Automatic Control · 1971
Optimization of discrete-time linear systems with respect to general quadratic costs, including singular cases, is examined. By introduction of the concept of perfect observability, a complete stability theory is obtained. Several tests for perfect observability are also given, and application to the dual correlated noise filtering problem is made.