Discrete Riccati equation solutions: Partitioned algorithms

DOI10.1109/TAC.1975.1101010MaRDI QIDQ4066512zbMATH OpenFDO

Authors D. G. Lainiotis

Publication date 1975

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

Full work available at URL https://doi.org/10.1109/TAC.1975.1101010

Mathematics Subject Classification ID

Numerical analysis in abstract spaces (65J99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Algorithms in computer science (68W99)

Cited in

(7)

• Partitioning filters
• Discrete Riccati-equation solutions: generalized partitioned algorithms
• A unifying framework for linear estimation: Generalized partitioned algorithms
• New doubling algorithm for the discrete periodic Riccati equation
• An implementation method for the discrete Kalman filter with applications to large-scale systems
• A doubling approach for determining the solution of Riccati-type equations utilizing matrix continued fractions
• A survey of recursive algorithms for the solution of the discrete time Riccati Equation

This page was built for publication: Discrete Riccati equation solutions: Partitioned algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4066512)