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Constant directions of the Riccati equationA constant direction of the Riccati equation associated with a class of singular discrete-time optimization problems is defined. The set of constant directions is completely characterized using a control viewpoint. Constant directions are used to reduce the computational complexity of the optimal system. Application to optimal filtering in colored noise is given.
Document ID
19720018829
Acquisition Source
Legacy CDMS
Document Type
Contractor Report (CR)
Authors
Rappaport, D.
(University of Southern California Los Angeles, CA, United States)
Date Acquired
August 6, 2013
Publication Date
April 1, 1970
Subject Category
Mathematics
Report/Patent Number
AFOSR-70-1374TR
USCAE-117
NASA-CR-127035
Report Number: AFOSR-70-1374TR
Report Number: USCAE-117
Report Number: NASA-CR-127035
Accession Number
72N26479
Funding Number(s)
CONTRACT_GRANT: AF-AFOSR-1244-67
CONTRACT_GRANT: NGL-05-018-044
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.
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