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):

Report Date:

1984-01-06

Pagination or Media Count:

32.0

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.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE