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
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;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269543
