Discrete Riccati-equation solutions: generalized partitioned algorithms

DOI10.1016/0020-0255(78)90045-2MaRDI QIDQ1144529zbMATH OpenOpenAlexFDO

Authors D. G. Lainiotis, K. S. Govindaraj

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

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

Cites work

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• Discrete Riccati equation solutions: Partitioned algorithms
• Discrete Riccati-equation solutions: generalized partitioned algorithms
• Generalized Chandrasekhar algorithms: Time-varying models
• scientific article; zbMATH DE number 3634132 (Why is no real title available?)
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• Joint detection, estimation and system identification
• Observer theory for delayed differential equations
• Optimal linear smoothing : Continuous data case
• Partitioned estimation algorithms. II: Linear estimation
• Partitioned linear estimation algorithms: Discrete case
• Partitioned Ricatti solutions and integration-free doubling algorithms
• Partitioning identification algorithms
• Scattering theory and linear least squares estimation. II: Discrete-time problems

Cited in

(6)

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

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