Generalized Chandrasekhar algorithms: Time-varying models

DOI10.1109/TAC.1976.1101323zbMATH Open0334.93060MaRDI QIDQ4101720FDOQ4101720

D. G. Lainiotis

Publication date: 1976

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Cited In (15)

• Solving differential matrix Riccati equations by a piecewise-linearized method based on the conmutant equation
• Parabolic set simulation for reachability analysis of linear time-invariant systems with integral quadratic constraint
• GIP integrators for matrix Riccati differential equations
• Solving differential matrix Riccati equations by a piecewise-linearized method based on diagonal Padé approximants
• A survey of recursive algorithms for the solution of the discrete time Riccati Equation
• Generalized Chandrasekhar algorithms for distributed-parameter filtering problem with pointwise coloured measurement noise
• Partitioning filters
• Discrete Riccati-equation solutions: generalized partitioned algorithms
• Chandrasekhar algorithms for linear time varying distributed systems
• A fixed point-based BDF method for solving differential Riccati equations
• On the solution of the Riccati differential equation arising from the LQ optimal control problem
• A GMRES-based BDF method for solving differential Riccati equations
• Adams-Bashforth and Adams-Moulton methods for solving differential Riccati equations
• A unifying framework for linear estimation: Generalized partitioned algorithms
• A family of Anadromic numerical methods for matrix Riccati differential equations

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