Geodesic
On Fast State-Space Algorithms for Predictive Control
International Journal of Applied Mathematics and Computer Science, Tome 9 (1999) no. 1, pp. 149-160

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A Riccati-equation-based solution to a class of receding-horizon predictive control problems for an explicit-delay state-space model of an ARMAX system is found and the corresponding vector Chandrasekhar-type equations are derived for both filter and controller gains to improve the computational efficiency.
Keywords: Riccati equation, Chandrasekhar equation, LQG control, predictive control
Mots-clés : równanie różniczkowe Riccatiego, równanie Chandrasekhara, sterowanie predykcyjne 
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     title = {On {Fast} {State-Space} {Algorithms} for {Predictive} {Control}},
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Błachuta, M. J. On Fast State-Space Algorithms for Predictive Control. International Journal of Applied Mathematics and Computer Science, Tome 9 (1999) no. 1, pp. 149-160. http://geodesic.mathdoc.fr/item/IJAMCS_1999_9_1_a5/