• DocumentCode
    3039486
  • Title

    Square root and fast algorithms for solving the LQG control problem in discrete time systems

  • Author

    Favier, Gerard ; Alengrin, G. ; Orsini, M.

  • Author_Institution
    Equipe de Recherche Associ??e au CNRS, Nice Cedex, France
  • fYear
    1981
  • fDate
    16-18 Dec. 1981
  • Firstpage
    340
  • Lastpage
    345
  • Abstract
    Square-root and fast algorithms for solving the LQG Control problem in discrete-time systems are presented. These algorithms constitute dual forms of existing filtering algorithms. We compare their computational complexity, i.e. number of arithmetic operations and storage requirements.
  • Keywords
    Arithmetic; Control systems; Covariance matrix; Discrete time systems; Filtering algorithms; Filters; Inference algorithms; Riccati equations; Scattering parameters; Technological innovation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1981.269543
  • Filename
    4046951
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3039486