Electronics Letters · 1970 · 10 citations · 1 references
Natural SciencesMathematicsSystems EngineeringDynamical SystemsContinuous Dynamical SystemsDigital Signal ProcessingDiscrete Dynamical SystemsMatrix ComputationMatrix FactorizationOptimal ControlContinuous-time Dynamical Systems
A z transform factorisation result is developed from the discrete-time matrix Riccati equation, in a similar way to the well known spectral-factorisation result of continuous time systems.
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When Is a Linear Control System Optimal?
R. E. Kalman · Journal of Basic Engineering · 1964 · 1.1K citations