On the Application of Optical Signal Processing to the Solution of Riccati Equations.

Abstract

The Riccati equation encountered in continuous Kalman filtering is studied. For the case of a system with constant (or piecewise constant) coefficient matrices the solution of the Riccati equation is presented in the form of a recursive relationship that does not require matrix inversion. A functional design of an iterative optical processor for performing the recursive solution of the Riccati equation is presented. Certain other issues of optical signal processing such as handling of bipolar or complex data and techniques for increased accuracy are also briefly discussed. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 21, 1983
Accession Number
ADA130710

Entities

People

  • H. N. Ho

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Control Systems
  • Detectors
  • Differential Equations
  • Equations
  • Filtration
  • Information Processing
  • Kalman Filtering
  • Mathematical Filters
  • Measurement
  • Nonlinear Differential Equations
  • Optical Modulators
  • Optical Processing
  • Parallel Computing
  • Riccati Equation
  • Signal Processing

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Integrated Circuit Design and Technology.