File: Matrix Pdf 174425 | Paper Item Download 2023-01-27 22-36-15
kybernetika volume 9 1973 number 1 a review of the matrix riccati equation vladimir kuera this paper reviews some basic results regarding the matrix riccati equation of the optimal control ...
Filetype PDF | Posted on 27 Jan 2023 | 2 years ago
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...Kybernetika volume number a review of the matrix riccati equation vladimir kuera this paper reviews some basic results regarding optimal control and filtering theory theoretical exposition is divided into three parts dealing respecti vely with steady state algebraic differential asymptotic pro perties solution at end survey existing computational techniques given introduction as usual r denotes field real numbers stands for n dimensional vector space over prime transpose an asterisk complex conjugate p q means that hermitian or symmetric nonnegative square brackets represent matrices composed symbols inside in order to get better motivation problems be discussed we first pose underlying physical problem linear continuous time constant system ax t bu x y hx where e u are input output respectively b h appropriate dimensions find s tj which any minimizes cost functional ix i qx df f j referred least squares it can solved by minimum principle pontryagin dynamic programming bellman second m...