Optimal reduced-order solution of the weakly coupled discrete Riccati equation

DOI10.1109/9.58562MaRDI QIDQ3363159zbMATH OpenOpenAlexFDO

Authors X. Shen, Zoran Gajic

Publication date 1990

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

Full work available at URL https://doi.org/10.1109/9.58562

zbMATH Keywords

numerical exampleweakly coupled systemsalgebraic discrete Riccati equationcontinuous- time Riccati equation

Mathematics Subject Classification ID

Large-scale systems (93A15) Algebraic methods (93B25)

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• Weak control of weakly damped systems
• Eigenvector approach for reduced-order optimal control problems of weakly coupled systems
• New method for optimal control and filtering of weakly coupled linear discrete stochastic systems

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