Paper Info
Title
Simplified derivations of time-weighted quadratic functionals used in optimal control and filtering applications.
Abstract
In this article, we present simple alternative derivations for efficient evaluation of a matrix integral that has applications in optimal control and filtering, stability, controllability, observability, and controller design of linear time-invariant systems. The quadratic matrix integral (functional) is computed in terms of solutions of a sequence of algebraic Lyapunov equations. We present also a method to efficiently solve the obtained sequence of algebraic Lyapunov equations.
Year
DOI
Venue
2015
10.1177/0959651815601786
PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART I-JOURNAL OF SYSTEMS AND CONTROL ENGINEERING
Keywords
DocType
Volume
Time-weighted functionals,optimal control,optimal filtering,computations,analytical derivations
Journal
229.0
Issue
ISSN
Citations 
10
0959-6518
0
PageRank 
References 
Authors
0.34
4
1
Name
Order
Citations
PageRank
Verica Radisavljevic-Gajic101.01