Browsing by Subject "Riccati equation"
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Golden section, Fibonacci sequence and the time invariant Kalman and Lainiotis filters
(2015)We consider the discrete time Kalman and Lainiotis filters for multidimensional stochastic dynamic systems and investigate the relation between the golden section, the Fibonacci sequence and the parameters of the filters. ... -
Lainiotis filter, golden section and Fibonacci sequence
(2013)The relation between the discrete time Lainiotis filter on the one side and the golden section and the Fibonacci sequence on the other is established. As far as the random walk system is concerned, the relation between the ... -
A new algorithm for the Steady State Kalman Filter
(2006)A new approach for the Steady State Kalman Filter is presented. The proposed algorithm requires the off-line solution of the corresponding Riccati equation in order to take advantage of this a-priori knowledge (before the ... -
On the positive definite solutions of the matrix equation X s + A *X _S A = Q
(2011)In this paper, necessary and sufficient conditions for the existence of the positive definite solutions of the nonlinear matrix equation X s + A * X -s A = Q are presented, when A is nonsingular and s an integer, as well ... -
Riccati equation solution method for the computation of the extreme solutions of X + A* X-1 A = Q and X - A* X-1 A = Q
(2009)Algebraic and recursive methods for computing the extreme solutions of the matrix equations X + A* X-1 A = Q and X - A* X -1 A = Q are presented in this paper. The proposed algorithms are based on the solution of the ...