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):

Report Date:

1971-12-01

Pagination or Media Count:

19.0

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

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE