Analysis of a Discrete Matrix Riccati Equation of Linear Control and Kalman Filtering.

Abstract

A characterization of the interrelationship between the recursive Riccati difference equation and its steady-state form is developed via the method of quasi-linearization. Not only does this approach unify the discussion, but also strengthens known results. In addition, this method yields an algorithm for computing the solution of the steady-state equation. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1971
Accession Number
AD0736606

Entities

People

  • Gary A. Hewer

Organizations

  • Naval Air Weapons Station China Lake

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Difference Equations
  • Differential Equations
  • Equations
  • Equations Of State
  • Filtration
  • Kalman Filtering
  • Mathematical Analysis
  • Mathematics
  • Real Variables
  • Riccati Equation
  • Statistical Algorithms
  • Steady State

Readers

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