Accession Number:

AD0741893

Title:

A New Approach to Singular Discrete Time Filtering and Control,

Descriptive Note:

Corporate Author:

UNIVERSITY OF SOUTHERN CALIFORNIA LOS ANGELES DEPT OF AEROSPACE ENGINEERING AND MATHEMATICS

Report Date:

1971-10-01

Pagination or Media Count:

4.0

Abstract:

The study of a class of singular, linear, autonomous, discrete-time optimization problems leads to a certain Riccati equation. For a special class of the Riccati equation, an algorithm for the determination of all invariant directions of the equation is obtained. Author

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE