CONVERGENCE AND STABILITY PROPERTIES OF DISCRETE RICCATI OPERATOR EQUATION AND ASSOCIATED OPTIMAL CONTROL AND FILTERING PROBLEMS

被引：50

作者：

HAGER, WW

HOROWITZ, LL

机构：

[1] UNIV S FLORIDA,DEPT MATH,TAMPA,FL 33620

[2] MIT,LINCOLN LAB,LEXINGTON,MA 02173

来源：

SIAM JOURNAL ON CONTROL | 1976年 / 14卷 / 02期

关键词：

D O I：

10.1137/0314021

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：295 / 312

页数：18

共 12 条

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[4] DISCRETE TIME MATRIX RICCATI EQUATION OF OPTIMAL CONTROL
CAINES, PE
MAYNE, DQ
[J]. INTERNATIONAL JOURNAL OF CONTROL, 1970, 12 (05) : 785 - &
[5] CONDITIONS FOR ASYMPTOTIC STABILITY OF DISCRETE MINIMUM-VARIANCE LINEAR ESTIMATOR
DEYST, JJ
PRICE, CF
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) : 702 - &
[6] DUNFORD N, 1963, LINEAR OPERATORS
[7] HOROWITZ LL, 1974, THESIS MASS I TECH
[8] Kalman RE, 1960, T ASME D, V82, P371
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LEE, KY
BARR, RO
CHOW, S
[J]. SIAM JOURNAL ON CONTROL, 1972, 10 (02): : 361 - &
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