Accession Number : AD0736921
Title : FORTRAN Programs to Solve the Steady-State Matrix Riccati Equations Arising in Kalman Filtering Theory.
Descriptive Note : Technical publication,
Corporate Author : NAVAL WEAPONS CENTER CHINA LAKE CALIF
Personal Author(s) : Lucas,L. W. ; Hewer,G. A.
Report Date : DEC 1971
Pagination or Media Count : 56
Abstract : The report describes a package of FORTRAN programs to solve the continuous and discrete matrix Riccati equations which arise in optimal filtering theory. A quasi-linearization algorithm is employed which is quadratically convergent. (Author)
Descriptors : (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), (*COMPUTER PROGRAMS, INSTRUCTION MANUALS), LINEAR SYSTEMS, MATRICES(MATHEMATICS), OPTIMIZATION
Subject Categories : Theoretical Mathematics
Computer Programming and Software
Distribution Statement : APPROVED FOR PUBLIC RELEASE