DYNAMIC PROGRAMMING AND ILL-CONDITIONED LINEAR SYSTEMS II,
Abstract
The aim of this memorandum was to show how an illconditioned linear system Ax = y, can be solved. Realizing that there exists a certain degree of smoothness in the solution, and attempt was made to determine x by minimizing, for appropriate values of lambda, the form (ax-y, ax-y) + lambda D sub N (x). This was done in a sequential fashion, using dynamic programming, so that no matrix inversions were required.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1964
- Accession Number
- AD0602408
Entities
People
- J. Lockett
- Richard E. Bellman
- Robert E. Kalaba
Organizations
- RAND Corporation