Integration-free interval doubling for Riccati equation solutions

DOI10.1109/TAC.1977.1101614zbMath0362.49026MaRDI QIDQ4136106

Gursharan Singh Sidhu, Gerald J. Bierman

Publication date: 1977

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Numerical methods in optimal control (49M99)

Related Items (10)

Simple method for solving the constant gains of Kalman filters with single output ⋮ A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties ⋮ Doubling algorithm for continuous-time algebraic Riccati equation ⋮ A unifying framework for linear estimation: Generalized partitioned algorithms ⋮ A method of orthogonal directions. III: Estimation algorithms of Chandrasekhar and Cholesky types for discrete-time, nonconstant models ⋮ Scattering theory and the discrete linear optimal control problem ⋮ Square-root algorithms for parallel processing in optimal estimation ⋮ The precise integration of the Riccati equation and its application in the optimal shape control ⋮ Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state ⋮ A group-theoretical approach to optimal estimation and control

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