Optimal Control and Filter Gains for the Stationary Continuous or Discrete Time LQG Problem - A FORTRAN Program.

Abstract

The eigenvalue eigenvector method is used to compute the constant linear quadratic control and Kalman filter gains for the stationary continuous and discrete LQG control problem. A listing of a simple Fortran program is provided.

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Document Details

Document Type
Technical Report
Publication Date
Jan 06, 1984
Accession Number
ADA137667

Entities

People

  • C. D. Ozimina

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Aircrafts
  • Computations
  • Computers
  • Control Systems
  • Differential Equations
  • Eigenvalues
  • Equations
  • Kalman Filters
  • Linear Systems
  • Measurement
  • Military Research
  • Noise
  • Riccati Equation
  • Simulators
  • Stationary Processes
  • Steady State
  • Stochastic Processes

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computer Science.