RELATION BETWEEN CONTINUOUS AND DISCRETE TIME QUADRATIC MINIMIZATION PROBLEMS

KL HITZ KL*, BDO ANDERSON BDO

*Corresponding author for this work

Research output: Contribution to conferencePaperpeer-review

2 Citations (Scopus)

Abstract

It is shown that steady state solution to Riccati differential equation can also be obtained by computing the limiting solution of an associated matrix difference equation. In many cases, this approach appears to offer significant computational advantages.

Original languageEnglish
Pages847-850
Number of pages4
Publication statusPublished - 1969
EventProc 2nd Hawaii Int Conference on System Sciecnes - Honolulu, HI, USA
Duration: 22 Jan 196924 Jan 1969

Conference

ConferenceProc 2nd Hawaii Int Conference on System Sciecnes
CityHonolulu, HI, USA
Period22/01/6924/01/69

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