Title :
Contribution to the solution of the linear-quadratic problem for large systems
Author :
Wehn, W.H. ; Belanger, P.R.
Author_Institution :
Dept. of Electr. Eng., McGill Univ., Montreal, Que., Canada
fDate :
2/1/1990 12:00:00 AM
Abstract :
The feasibility of using a previously published algorithm as a tool for the computation of the Kalman gain for large systems is demonstrated. Some aspects of its implementation and its numerical properties are explored. Numerical examples demonstrate the suitability of the algorithm for the computation of the optimal gain for very-high-order systems. The optimal gain is computed for a sparse system with 401 states
Keywords :
large-scale systems; optimal control; Kalman gain; large scale systems; linear-quadratic problem; optimal control; optimal gain; sparse system; Concurrent computing; Control systems; Eigenvalues and eigenfunctions; Filtering; Inverse problems; Mathematics; Regulators; Stochastic processes; Stochastic systems; System identification;
Journal_Title :
Automatic Control, IEEE Transactions on
