{"title":"精确分解确定性和随机多模型最优控制和滤波问题的代数Riccati方程","authors":"C. Coumarbatch, Z. Gajic","doi":"10.1109/ACC.1999.782372","DOIUrl":null,"url":null,"abstract":"We show how to exactly decompose the algebraic Riccati equations of deterministic and stochastic multimodeling in terms of one pure-slow and two pure-fast algebraic Riccati equations. In addition, we show how to completely decompose the optimal Kalman filter of the multimodeling structures in terms of pure-slow and pure-fast well-defined reduced-order, independent Kalman filters.","PeriodicalId":441363,"journal":{"name":"Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251)","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1999-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Exact decomposition of the algebraic Riccati equations of deterministic and stochastic multimodeling optimal control and filtering problems\",\"authors\":\"C. Coumarbatch, Z. Gajic\",\"doi\":\"10.1109/ACC.1999.782372\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We show how to exactly decompose the algebraic Riccati equations of deterministic and stochastic multimodeling in terms of one pure-slow and two pure-fast algebraic Riccati equations. In addition, we show how to completely decompose the optimal Kalman filter of the multimodeling structures in terms of pure-slow and pure-fast well-defined reduced-order, independent Kalman filters.\",\"PeriodicalId\":441363,\"journal\":{\"name\":\"Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251)\",\"volume\":\"10 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1999-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ACC.1999.782372\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ACC.1999.782372","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Exact decomposition of the algebraic Riccati equations of deterministic and stochastic multimodeling optimal control and filtering problems
We show how to exactly decompose the algebraic Riccati equations of deterministic and stochastic multimodeling in terms of one pure-slow and two pure-fast algebraic Riccati equations. In addition, we show how to completely decompose the optimal Kalman filter of the multimodeling structures in terms of pure-slow and pure-fast well-defined reduced-order, independent Kalman filters.
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