DocumentCode
1217172
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
Volume
35
Issue
2
fYear
1990
fDate
2/1/1990 12:00:00 AM
Firstpage
239
Lastpage
243
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.45191
Filename
45191
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