Generalized Chandrasekhar algorithms: Time-varying models

DOI10.1109/TAC.1976.1101323zbMath0334.93060MaRDI QIDQ4101720

Demetrios G. Lainiotis

Publication date: 1976

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Related Items (15)

GIP integrators for matrix Riccati differential equations ⋮ A fixed point-based BDF method for solving differential Riccati equations ⋮ Partitioning filters ⋮ Discrete Riccati-equation solutions: generalized partitioned algorithms ⋮ Chandrasekhar algorithms for linear time varying distributed systems ⋮ Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations ⋮ A survey of recursive algorithms for the solution of the discrete time Riccati Equation ⋮ Parabolic set simulation for reachability analysis of linear time-invariant systems with integral quadratic constraint ⋮ A GMRES-based BDF method for solving differential Riccati equations ⋮ On the solution of the Riccati differential equation arising from the LQ optimal control problem ⋮ Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants ⋮ Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation ⋮ A unifying framework for linear estimation: Generalized partitioned algorithms ⋮ A family of Anadromic numerical methods for matrix Riccati differential equations ⋮ Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise

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