Synthesis of recursive discrete systems in time domain

Optimal Finite-time Control of Positive Linear Discrete-time Systems

This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...

Discrete-time Recursive Utility

This paper focuses on the fundamentals of discrete-time models using recursive utility. We examine the relation between preferences, utility, and aggregator, the existence of optimal paths, and several notions of impatience. In the one-sector model, we characterize optimal paths and derive a turnpike theorem. Topics beyond the scope of this paper include continuous time recursive utility, model...

Efficient Time Domain Synthesis of Pipelined Recursive Filters

K. Premaratne, E. I. Jury, and M. Mansour, “An algorithm for model reduction of 2-D discrete time systems,” IEEE Trans. Circuits Syst. , vol. 37, pp. 1116-1132, Sept. 1990. M. Kawamata, T. Lin, and T. Higuchi, “Minimization of sensitivity of 2-D state-space digital filters and its realization to 2-D balanced realizations,” in Proc. IEEE I987 Int. Symp. Circuits and Syst. vol. 2, pp. 710-713, Ph...

Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Conve...

Recursive Utility : Discrete Time Theory ∗