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LAPACK-Based Condition Estimates for the Discrete-Time LQG Design - MaRDI portal

LAPACK-Based Condition Estimates for the Discrete-Time LQG Design (Q3615686)

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LAPACK-Based Condition Estimates for the Discrete-Time LQG Design
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    LAPACK-Based Condition Estimates for the Discrete-Time LQG Design (English)
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    24 March 2009
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    linear stochastic control systems
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    Linear-Quadratic Gaussian (LQG) design
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    synthesis of a LQ state regulator
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    Kalman filter
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    matrix Riccati equations
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    LAPACK-based condition estimators
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