Generalized Chandrasekhar algorithms: Time-varying models

DOI10.1109/TAC.1976.1101323MaRDI QIDQ4101720zbMATH OpenFDO

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

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