Matrix factorization and Chandrasekhar equations techniques in the design of linear quadratic optimal control systems

DOI10.1080/00207728108963791zbMath0473.93024OpenAlexW2062474557MaRDI QIDQ3929613

Raymond Gorez

Publication date: 1981

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728108963791

zbMATH Keywords

iterationRiccati equationsChandrasekhar equationsmatrix factorizationorthogonal transformationslinear quadratic optimal control problemscontrollability canonical formtime-invariant problems

Mathematics Subject Classification ID

Factorization of matrices (15A23) Linear systems in control theory (93C05) Canonical structure (93B10) Transformations (93B17) Algebraic methods (93B25) Canonical forms, reductions, classification (15A21) Model systems in control theory (93C99)

Related Items (3)

A doubling approach for determining the solution of Riccati-type equations utilizing matrix continued fractions ⋮ Unnamed Item ⋮ A general factorization method for multivariable polynomials

Cites Work

• Unnamed Item
• A unifying framework for linear estimation: Generalized partitioned algorithms
• Sequential square root filtering and smoothing of discrete linear systems
• A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes
• Square-root algorithms for least-squares estimation
• A strong controllability and observability in linear multivariable control
• Some new algorithms for recursive estimation in constant, linear, discrete-time systems

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