Accession Number : ADA130710

Title :   On the Application of Optical Signal Processing to the Solution of Riccati Equations.

Descriptive Note : Memorandum rept.,

Corporate Author : NAVAL RESEARCH LAB WASHINGTON DC

Personal Author(s) : Ho,H N

PDF Url : ADA130710

Report Date : 21 Jul 1983

Pagination or Media Count : 22

Abstract : The Riccati equation encountered in continuous Kalman filtering is studied. For the case of a system with constant (or piecewise constant) coefficient matrices the solution of the Riccati equation is presented in the form of a recursive relationship that does not require matrix inversion. A functional design of an iterative optical processor for performing the recursive solution of the Riccati equation is presented. Certain other issues of optical signal processing such as handling of bipolar or complex data and techniques for increased accuracy are also briefly discussed. (Author)

Descriptors :   *Algorithms, *Riccati equation, *Optical processing, *Signal processing, Solutions(General), Kalman filtering, Coefficients, Iterations, Matrices(Mathematics), Equations, Recursive functions, Parallel processing, Transients, Steady state

Subject Categories : Theoretical Mathematics
      Optics

Distribution Statement : APPROVED FOR PUBLIC RELEASE