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Linear stochastic optimal control and estimation problemProblem involves design of controls for linear time-invariant system disturbed by white noise. Solution is Kalman filter coupled through set of optimal regulator gains to produce desired control signal. Key to solution is solving matrix Riccati differential equation. LSOCE effectively solves problem for wide range of practical applications. Program is written in FORTRAN IV for batch execution and has been implemented on IBM 360.
Document ID
19800000287
Acquisition Source
Legacy CDMS
Document Type
Other - NASA Tech Brief
Authors
Geyser, L. C.
Lehtinen, F. K. B.
Date Acquired
August 10, 2013
Publication Date
September 1, 1980
Publication Information
Publication: NASA Tech Briefs
Volume: 5
Issue: 2
ISSN: 0145-319X
Subject Category
Mathematics And Information Sciences
Report/Patent Number
LEW-13206
Accession Number
80B10287
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.

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