A Hamiltonian approach to the factorization of the matrix Riccati equation-Reference-Cited by-同舟云学术

A Hamiltonian approach to the factorization of the matrix Riccati equation

Published:1982 Issue: Volume: Page:27-38
ISSN:0303-3929
Container-title:Algorithms and Theory in Filtering and Control
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Author:

Badawi Faris A.,Lindquist Anders

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0120970.pdf

Reference16 articles.

1. F.A. Badawi, “Structures and algorithms in stochastic realization theory and the smoothing problem,” Ph.D. Thesis, University of Kentucky, Lexington, KY (1980).

2. R.W. Brockett, Finite dimensional linear systems (Wiley, New York. 1970).

3. R.S. Bucy and P.D. Joseph, Filtering for stochastic processes with application to guidance (Interscience Publishers, New York, 1968).

4. M.D. Canon, C.D. Cullum, Jr. and E. Polak, Theory of optimal control and mathematical programming (McGraw-Hill, New York, 1970).

5. D.J. Clements and B.D.O. Anderson, “Linear-quadratic discrete-time control and constant directions”, Automatica 13 (1977) 255–264.

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