Casti, J.L. (1975) Some Recent Developments in the Theory and Computation of Linear Control Problems. IIASA Research Memorandum. IIASA, Laxenburg, Austria, RM-75-053
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Recent analysis and computational results for the solution of linear dynamics-quadratic cost control processes are presented. It is shown that, if the number of system inputs and outputs is less than the number of state variables, a substantial reduction in computing effort may be achieved by utilizing the new equations, termed "generalized X-Y" functions over the standard matrix Riccati equation solution.
In addition to the basic X-Y equations, the paper also discusses the reduced algebraic equation for infin-infinite-interval problems, infinite-dimensional problems, the discrete-time case, and Kalman filtering problems. Numerical experiments are also reported.
|Item Type:||Monograph (IIASA Research Memorandum)|
|Research Programs:||System and Decision Sciences - Core (SDS)|
|Depositing User:||IIASA Import|
|Date Deposited:||15 Jan 2016 01:42|
|Last Modified:||02 Nov 2016 18:39|
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