Add to ORKGA constant direction of the Riccati equation associated with a class of singular discrete-time optimization problems is defined. The set of constant directions is completely characterized using a control viewpoint. Constant directions are used to reduce the computational complexity of the optimal system. Application to optimal filtering in colored noise is given
The fundamental role of the Riccati equation for optimal control and optimal filtering of linear sys...
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccat...
The problem of optimal fixed-order dynamic compensation for the singular LQG problem is considered. ...
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccat...
AbstractA characterization of the interrelationship between the recursive Riccati difference equatio...
The solution of the Riccati equation for certain discrete-time linear stochastic systems can attain ...
A geometric analysis is used to study the relationship existing between the solutions of the general...
In this paper we develop a reduction technique for the generalised Riccati difference equation arisi...
Research Doctorate - Doctor of Philosophy (PhD)the thesis deals with some aspects of the theory of c...
Solution of Ricatti differential equation arising in statistical filering and optimal control theor
It is often desired to have control over a process or a physical system, to cause it to behave optim...
In this paper the role that the continuous-time generalised Riccati equation plays within the contex...
It is often desired to have control over a process or a physical system, to cause it to behave optim...
AbstractA basic result is developed for relating general Riccati difference equations to backwards e...
The state dependent Riccati equation was originally developed for the continuous time systems. In th...
The fundamental role of the Riccati equation for optimal control and optimal filtering of linear sys...
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccat...
The problem of optimal fixed-order dynamic compensation for the singular LQG problem is considered. ...
In this paper we discuss how to decompose the constrained generalized discrete-time algebraic Riccat...
AbstractA characterization of the interrelationship between the recursive Riccati difference equatio...
The solution of the Riccati equation for certain discrete-time linear stochastic systems can attain ...
A geometric analysis is used to study the relationship existing between the solutions of the general...
In this paper we develop a reduction technique for the generalised Riccati difference equation arisi...
Research Doctorate - Doctor of Philosophy (PhD)the thesis deals with some aspects of the theory of c...
Solution of Ricatti differential equation arising in statistical filering and optimal control theor
It is often desired to have control over a process or a physical system, to cause it to behave optim...
In this paper the role that the continuous-time generalised Riccati equation plays within the contex...
It is often desired to have control over a process or a physical system, to cause it to behave optim...
AbstractA basic result is developed for relating general Riccati difference equations to backwards e...
The state dependent Riccati equation was originally developed for the continuous time systems. In th...
The fundamental role of the Riccati equation for optimal control and optimal filtering of linear sys...
This paper investigates the properties of the solutions of the generalised discrete algebraic Riccat...
The problem of optimal fixed-order dynamic compensation for the singular LQG problem is considered. ...