Al~traet--ln this paper, by the Lyapunov stability criterion and the Riccati equation, we derive a new procedure for determining a linear control law to stabilize an uncertain system. The main features of this approach are that no precompensator is needed, the required feedback gains are small and t
Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering
β Scribed by G.A Hewer
- Publisher
- Elsevier Science
- Year
- 1973
- Tongue
- English
- Weight
- 439 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0022-247X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
A comparison 1s performed between the discrete and contmuous lmplementatlon of Kalman filtenng and optimal control for a stationary process Theoretical resdts for a pilot-plant fixed-bed reactor are provided as an example It is demonstrated that the computational effort for the two implementations d
## Discrete tune hnear quadratlcoptlmalcontrol IS investigated experimentally on a catalytic fixedbed reactor with stochastic upstream disturbances It IS demonstrated that the discrete time vanance evaluated with time intervals equal to the control intervals oscillates along the reactor axis due t