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):

Report Date:

1971-12-01

Pagination or Media Count:

56.0

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

Subject Categories:

  • Theoretical Mathematics
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE