Accession Number : AD0736606

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

Descriptive Note : Technical publication,

Corporate Author : NAVAL WEAPONS CENTER CHINA LAKE CALIF

Personal Author(s) : Hewer,G. A.

Report Date : DEC 1971

Pagination or Media Count : 19

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)

Descriptors :   (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), DIFFERENCE EQUATIONS, MATRICES(MATHEMATICS), ASYMPTOTIC SERIES, ALGORITHMS, LINEAR SYSTEMS, THEOREMS

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE