A group-theoretical approach to optimal estimation and control

DOI10.1016/0022-247X(83)90205-6zbMATH Open0549.93068MaRDI QIDQ800284FDOQ800284

Authors: S. J. Orfanidis 

Publication date: 1983

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

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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)

Cites Work

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• Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
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• Second-order convergent algorithms for the steady-state Riccati equation†
• A contribution to matrix quadratic equations
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• Matrix Quadratic Solutions
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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
• Title not available (Why is that?)
• Riccati equations and Lie series

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