A Geometric Series Approach for Approximation of Transition Matrices in Quadratic Synthesis

[+] Author and Article Information
L. S. Shieh, W. B. Wai

Department of Electrical Engineering, University of Houston, Houston, Texas 77004

R. E. Yates

Guidance and Control Directorate, U. S. Army Missile Command, Redstone Arsenal, Ala. 35809

J. Dyn. Sys., Meas., Control 102(3), 193-197 (Sep 01, 1980) (5 pages) doi:10.1115/1.3139634 History: Received July 09, 1980; Online July 21, 2009


A geometric-series approach is used to approximate the exponentials of Hamiltonian matrices for quadratic synthesis problems. The approximants of the discretized transition matrices are then used to construct piecewise-constant gains and piecewise-time varying gains for approximating a time-varying optimal gain and a time-varying Kalman gain. The proposed method is more accurate and computationally faster than those existing methods which use the Walsh function approach and the block-pulse function approach.

Copyright © 1980 by ASME
Topics: Approximation
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