A survey of recursive algorithms for the solution of the discrete time Riccati Equation

dc.contributor.author	Ασημάκης, Νικόλαος Δ.	el
dc.contributor.author	Λαϊνιώτης, Δημήτριος Γ.	el
dc.contributor.author	Κατσικάς, Σωκράτης Κ.	el
dc.contributor.author	Σανιδά, Φραγκούλα Λ.	el
dc.date.accessioned	2015-06-12T10:17:50Z
dc.date.available	2015-06-12T10:17:50Z
dc.date.issued	2015-06-12
dc.identifier.uri	http://hdl.handle.net/11400/15801
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ηνωμένες Πολιτείες	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/us/	*
dc.source	http://www.sciencedirect.com/science/article/pii/S0362546X9700062X#	el
dc.subject	Estimation
dc.subject	Riccati equation
dc.subject	Εκτίμηση
dc.subject	Kalman Filter
dc.subject	Φίλτρο Kalman
dc.subject	Lainiotis Filter
dc.subject	Λαϊνιώτης Φίλτρο
dc.subject	Steady state
dc.subject	Σταθερή κατάσταση
dc.subject	Εξίσωση Riccati
dc.subject	General Chandrasekhar Algorithm
dc.subject	Doubling algorithm
dc.subject	Διπλασιασμός αλγορίθμων
dc.title	A survey of recursive algorithms for the solution of the discrete time Riccati Equation	en
heal.type	journalArticle
heal.classification	Mathematics
heal.classification	Engineering
heal.classification	Μηχανική
heal.classification	Μαθηματικά
heal.classificationURI	http://skos.um.es/unescothes/C02437
heal.classificationURI	http://skos.um.es/unescothes/C01363
heal.classificationURI	N/A-Μηχανική
heal.classificationURI	N/A-Μαθηματικά
heal.keywordURI	http://zbw.eu/stw/descriptor/19037-3
heal.keywordURI	http://id.loc.gov/authorities/subjects/sh85113861
heal.identifier.secondary	doi:10.1016/S0362-546X(97)00062-X
heal.language	en
heal.access	campus
heal.recordProvider	Τ.Ε.Ι. Αθήνας. Σχολή Τεχνολογικών Εφαρμογών. Τμήμα Πολιτικών Μηχανικών Τ.Ε και Μηχανικών Τοπογραφίας & Γεωπληροφορικής Τ.Ε.	el
heal.publicationDate	1997-12
heal.bibliographicCitation	Assimakis, N., Lainiotis, D., Katsikas, S. and Sanida, F. (1997). A survey of recursive algorithms for the solution of the discrete time Riccati Equation. "Nonlinear Analysis: Theory, Methods & Applications", 30(4), December 1997. pp. 2409-2420. Available from: http://www.sciencedirect.com/science/article/pii/S0362546X9700062X#. [Accessed 11/03/1999]	en
heal.abstract	The Riccati Equation plays a fundamental role in many fields of mathematics, science and engineering. Its solution constitutes an integral prerequisite to the solution of important problems in the above fields. Due to the importance of the Riccati Equation, there exists considerable literature on its algebraic as well as algorithmic solution. A very large number of those studies are devoted to the continuous time Riccati Equation. In this paper we present a survey of classical as well as more recent recursive algorithms that solve the discrete time Riccati Equatbn emanating from the Kaiman Filter as well as from the Lainiotis Filter equations either using per step calculations or the doubling principle. It is established that these algorithms converge fast and are numerically stable.	en
heal.journalName	Nonlinear Analysis: Theory, Methods & Applications	en
heal.journalType	peer-reviewed
heal.fullTextAvailability	true