Solution of the differential Riccati equation using the transmission line modelling (TLM) technique

DOI10.1002/cnm.1640110105zbMath0811.65050OpenAlexW2139772695WikidataQ115406276 ScholiaQ115406276MaRDI QIDQ4322483

S. Y. R. Hui, M. S. Woolfson

Publication date: 2 May 1995

Published in: Communications in Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cnm.1640110105

zbMATH Keywords

performancecomparisonKalman filterRunge-Kutta methoddifferential Riccati equationGear methodstransmission line modelling technique

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Nonlinear ordinary differential equations and systems (34A34) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

• An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter
• Efficient matrix-valued algorithms for solving stiff Riccati differential equations
• Numerical integration of the differential matrix Riccati equation
• Numerical Integration of the Differential Riccati Equation and Some Related Issues

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