RELATION BETWEEN CONTINUOUS AND DISCRETE TIME QUADRATIC MINIMIZATION PROBLEMS

KL HITZ KL; BDO ANDERSON BDO

RELATION BETWEEN CONTINUOUS AND DISCRETE TIME QUADRATIC MINIMIZATION PROBLEMS

KL HITZ KL^*
, BDO ANDERSON BDO

^*Corresponding author for this work

School of Engineering

Research output: Contribution to conference › Paper › peer-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 language	English
Pages	847-850
Number of pages	4
Publication status	Published - 1969
Event	Proc 2nd Hawaii Int Conference on System Sciecnes - Honolulu, HI, USA Duration: 22 Jan 1969 → 24 Jan 1969

Conference

Conference	Proc 2nd Hawaii Int Conference on System Sciecnes
City	Honolulu, HI, USA
Period	22/01/69 → 24/01/69

Cite this

@conference{2b58576b4528491aa90508fd879011e0,

title = "RELATION BETWEEN CONTINUOUS AND DISCRETE TIME QUADRATIC MINIMIZATION PROBLEMS",

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.",

author = "\{HITZ KL\}, KL and \{ANDERSON BDO\}, BDO",

year = "1969",

language = "English",

pages = "847--850",

note = "Proc 2nd Hawaii Int Conference on System Sciecnes ; Conference date: 22-01-1969 Through 24-01-1969",

}

TY - CONF

T1 - RELATION BETWEEN CONTINUOUS AND DISCRETE TIME QUADRATIC MINIMIZATION PROBLEMS

AU - HITZ KL, KL

AU - ANDERSON BDO, BDO

PY - 1969

Y1 - 1969

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/0014616969

M3 - Paper

AN - SCOPUS:0014616969

SP - 847

EP - 850

T2 - Proc 2nd Hawaii Int Conference on System Sciecnes

Y2 - 22 January 1969 through 24 January 1969

ER -

RELATION BETWEEN CONTINUOUS AND DISCRETE TIME QUADRATIC MINIMIZATION PROBLEMS

Abstract

Conference

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