A group-theoretical approach to optimal estimation and control

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Abstract

The symplectic group structure associated with the Riccati equation is exploited to derive a unifying group-theoretical framework encompassing a large number of well-known results, such as partitioning, doubling, and Chandrasekhar algorithms, the algebraic Riccati equation, and the discrete-time case. It is also used to derive a new integration-free Chandrasekhar type algorithm, and to present a fairly complete characterization of the solutions of the Riccati equation in the periodic case.

Original languageEnglish (US)
Pages (from-to)393-416
Number of pages24
JournalJournal of Mathematical Analysis and Applications
Volume97
Issue number2
DOIs
StatePublished - Dec 1983

All Science Journal Classification (ASJC) codes

  • Analysis
  • Applied Mathematics

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