A group-theoretical approach to optimal estimation and control

DOI10.1016/0022-247X(83)90205-6MaRDI QIDQ800284zbMATH OpenFDO

Authors S. J. Orfanidis

Publication date 1983

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

matrix Riccati equationpartitioning algorithmsintegration-free Chandrasekhar type algorithmsymplectic group structure

Mathematics Subject Classification ID

Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Matrix equations and identities (15A24)

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Cites work

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• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
• On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering
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• Optimal state estimation in high noise
• Partitioned Ricatti solutions and integration-free doubling algorithms
• Partitioned estimation algorithms. II: Linear estimation
• Periodic solutions of matrix Riccati equations with detectability and stabilizability
• Scattering theory and linear least squares estimation. II: Discrete-time problems
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• Second-order convergent algorithms for the steady-state Riccati equation†
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• Symplectic Geometry
• System concepts in Kron's polyhedron model and the scattering problem
• The asymptotic behavior of constant-coefficient Riccati differential equations

Cited in

(6)

• The symplectic semigroup and Riccati differential equations
• Comment on the paper ``A group theoretical approach to optimal estimation and control by S. J. Orfanidis
• Optimal positional control of a group of systems
• Analog random coding
• scientific article; zbMATH DE number 4210911 (Why is no real title available?)
• Riccati equations and Lie series

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