Discrete Riccati-equation solutions: generalized partitioned algorithms

DOI10.1016/0020-0255(78)90045-2zbMath0443.93021OpenAlexW2036300328MaRDI QIDQ1144529

K. S. Govindaraj, Demetrios G. Lainiotis

Publication date: 1978

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(78)90045-2

zbMATH Keywords

discrete Riccati equationspartitioned numerical algorithms

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Large-scale systems (93A15) Model systems in control theory (93C99)

Related Items (6)

Partitioning filters ⋮ Discrete Riccati-equation solutions: generalized partitioned algorithms ⋮ Chandrasekhar algorithms for linear time varying distributed systems ⋮ A survey of recursive algorithms for the solution of the discrete time Riccati Equation ⋮ A unifying framework for linear estimation: Generalized partitioned algorithms ⋮ New doubling algorithm for the discrete periodic Riccati equation

Cites Work

• Unnamed Item
• Unnamed Item
• Discrete Riccati-equation solutions: generalized partitioned algorithms
• Partitioned estimation algorithms. II: Linear estimation
• Scattering theory and linear least squares estimation. II: Discrete-time problems
• A unifying framework for linear estimation: Generalized partitioned algorithms
• Partitioning identification algorithms
• Partitioned linear estimation algorithms: Discrete case
• A note on the use of Chandrasekhar equations for the calculation of the Kalman gain matrix (Corresp.)
• Discrete Riccati equation solutions: Partitioned algorithms
• Generalized Chandrasekhar algorithms: Time-varying models
• Partitioned Ricatti solutions and integration-free doubling algorithms
• A unifying framework for discrete linear estimation Generalized partitioned algorithms
• Joint detection, estimation and system identification
• Optimal linear smoothing : Continuous data case
• Observer theory for delayed differential equations

This page was built for publication: Discrete Riccati-equation solutions: generalized partitioned algorithms