A Nonrecursive Algebraic Solution for the Discrete Riccati Equation

IEEE Transactions on Automatic Control

Volumn AC-15, Issue 5, 1970, Pages 597-599

  Vaughan, David R ^a  

^a BOEING COMPANY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENVECTORS; FILTERING;

AUTOMATIC CONTROL--OPTIMIZATION;

EID: 0014858204     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1970.1099549     Document Type: Letter

References (9)

1. A. E. Bryson and Y. C. Ho, Applied Optimal Control. Waltham, Mass.: Blaisdell, 1969.
2. A. P. Sage, Optimum Systems Control. Englewood Cliffs, NJ.: Prentice-Hall, 1968.
3. H. W. Sorenson, “Kalman filtering techniques,” in Advances in Control Systems, vol. 3, C. T. Leondes, Ed. New York: Academic Press, 1966.
4. D. R. Vaughan, “A negative exponential solution for the linear optimal regulator problem,” Proc. 1968 JACC, (Ann Arbor, Mich).
5. D. R. Vaughan, “A negative-exponential solution to the matrix Riccati equation,” IEEE Trans. Automatic Contr. (Short Papers), vol. AC-14, pp. 72–75, February 1969.
6. A. G. J. McFarlane, “An eigenvector solution of the linear optimal regulator problem,” J. Electron Contr., vol. 14, June 1963.
7. J. E. Potter, “Matrix quadratic solution,” SIAM J. Appl. Math., vol. 14, pp. 496–501, May 1966.
8. J. J. O'Donnell, “Asymptotic solutlon of the matrix Riccati equation of optimal control,” Proc. 4th Ann. Allerton Conf. Circuit and Syst. Theory, 1966, pp. 577-586.
9. R. E. Kalman. “A new approach to linear filtering and prediction problems,” Trans. ASME, J. Basic Eng., ser. D, vol. 82, pp. 34-45, March 1960.