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