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Numerical solution of the state dependent noise problemA numerical technique is given for solving the matrix quadratic equation that arises in the optimal stationary control of linear systems with state (and/or control) dependent noise. The technique exploits fully existing, efficient algorithms for the matrix Lyapunov and Ricatti equations. The computational requirements are discussed, with an associated example.
Document ID
19760050355
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Kleinman, D. L.
(Connecticut, University Storrs, Conn., United States)
Date Acquired
August 8, 2013
Publication Date
June 1, 1976
Publication Information
Publication: IEEE Transactions on Automatic Control
Volume: AC-21
Subject Category
Cybernetics
Accession Number
76A33321
Funding Number(s)
CONTRACT_GRANT: NAS1-13680
Distribution Limits
Public
Copyright
Other

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