Control and Cybernetics Conditioning and Error Estimates in Lqg Design *

نویسندگان

  • M. M. Konstantinov
  • N. D. Christov
چکیده

Abstract: Efficient conditioning and error estimates are presented for the numerical solution of matrix Riccati equations in the continuous-time and discrete-time LQG design. The estimates implemented involve the solution of triangular Lyapunov equations along with usage of the LAPACK norm estimator.

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تاریخ انتشار 2008