Integration-free interval doubling for Riccati equation solutions

DOI10.1109/TAC.1977.1101614MaRDI QIDQ4136106zbMATH OpenFDO

Authors Gursharan Singh Sidhu, Gerald J. Bierman

Publication date 1977

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

Full work available at URL https://doi.org/10.1109/TAC.1977.1101614

Mathematics Subject Classification ID

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

Cited in

(10)

• Optimal partitioned filter of stochastic distributed parameter dynamical systems with unknown initial state
• 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
• Square-root algorithms for parallel processing in optimal estimation
• The precise integration of the Riccati equation and its application in the optimal shape control
• Simple method for solving the constant gains of Kalman filters with single output
• Doubling algorithm for continuous-time algebraic Riccati equation
• Scattering theory and the discrete linear optimal control problem
• A group-theoretical approach to optimal estimation and control
• A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties

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