Convergence of the standard RLS method and<b><i>UDU</i></b><sup><i>T</i></sup>factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming (Q2792939)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the standard RLS method and<b><i>UDU</i></b><sup><i>T</i></sup>factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming |
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Convergence of the standard RLS method and<b><i>UDU</i></b><sup><i>T</i></sup>factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming (English)
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14 March 2016
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approximate dynamic programming
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discrete linear quadratic regulator
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multivariable control
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convergence
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numerical stability
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recursive least squares
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