A New Approach to Singular Discrete Time Filtering and Control,

Abstract

The study of a class of singular, linear, autonomous, discrete-time optimization problems leads to a certain Riccati equation. For a special class of the Riccati equation, an algorithm for the determination of all invariant directions of the equation is obtained. (Author)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1971
Accession Number
AD0741893

Entities

People

  • D. Rappaport
  • L. M. Silverman
  • Richard S. Bucy

Organizations

  • University of Southern California

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Differential Equations
  • Equations
  • Filtration
  • Heuristic Methods
  • Mathematical Analysis
  • Mathematics
  • Optimization
  • Real Variables
  • Riccati Equation

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.