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