Discrete Riccati equation solutions: Partitioned algorithms
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Publication:4066512
DOI10.1109/TAC.1975.1101010zbMath0308.65049MaRDI QIDQ4066512
Publication date: 1975
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Numerical methods for initial value problems involving ordinary differential equations (65L05) Algorithms in computer science (68W99) Numerical analysis in abstract spaces (65J99)
Related Items (7)
An implementation method for the discrete Kalman filter with applications to large-scale systems ⋮ Partitioning filters ⋮ Discrete Riccati-equation solutions: generalized partitioned algorithms ⋮ A survey of recursive algorithms for the solution of the discrete time Riccati Equation ⋮ A doubling approach for determining the solution of Riccati-type equations utilizing matrix continued fractions ⋮ A unifying framework for linear estimation: Generalized partitioned algorithms ⋮ New doubling algorithm for the discrete periodic Riccati equation
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