Accession Number : ADA137667

Title :   Optimal Control and Filter Gains for the Stationary Continuous or Discrete Time LQG Problem - A FORTRAN Program.

Descriptive Note : Final rept. Oct 82-Sep 83,

Corporate Author : NAVAL RESEARCH LAB WASHINGTON DC

Personal Author(s) : Ozimina,C D

PDF Url : ADA137667

Report Date : 06 Jan 1984

Pagination or Media Count : 32

Abstract : The eigenvalue eigenvector method is used to compute the constant linear quadratic control and Kalman filter gains for the stationary continuous and discrete LQG control problem. A listing of a simple Fortran program is provided.

Descriptors :   *Kalman filtering, *Fortran, Linear algebra, Eigenvalues, Eigenvectors, Computations, Steady state, Gain, Stationary, Control, Optimization

Subject Categories : Theoretical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE