Some Recent Developments in the Theory and Computation of Linear Control Problems

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/482 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/482 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/482 archive 351 disk0/00/00/04/63 2016-01-15 01:42:47 2021-08-27 17:08:09 2016-01-15 01:42:47 monograph show 2 Casti J.L. 974 Some Recent Developments in the Theory and Computation of Linear Control Problems pub iis_met iis_mod prog_sds 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. 1975-10 published RM-75-053 RM-75-053 10 1179 public research_memorandum IIASA, Laxenburg, Austria 24 FALSE info:eu-repo/semantics/book