Stochastic independent modal-space control of distributed-parameter systems

DOI10.1007/BF00934900zbMath0527.93068OpenAlexW4252096264MaRDI QIDQ5896180

James D. Turner, H. M. Chun

Publication date: 1984

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00934900

zbMATH Keywords

algebraic Riccati equationtransition matricesalgebraic Lyapunov equationindependent modal-space Kalman filterstime-varying Riccati equation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Model systems in control theory (93C99)

Related Items (1)

Stochastic independent modal-space control of distributed-parameter systems

Uses Software

• Algorithm 432

Cites Work

• Unnamed Item
• The numerical solution of<tex>X = A_{1}X + XA_{2} + D, X(0) = C</tex>
• Comparison of numerical methods for solving Liapunov matrix equations†

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