Mathematical Problems in Engineering 
Volume 2 (1996), Issue 4, Pages 319-332
doi:10.1155/S1024123X96000373

Discrete Riccati equation solutions: Distributed algorithms

D. G. Lainiotis,1 K. N. Plataniotis,2 Michail Papanikolaou,3 and Paraskeuas Papaparaskeva4

 1Intelligent Systems Technology, 3207 S. Hwy. A1A, Melbourne Beach, FL 32951, USA
2Department of Electrical and Computer Engineering, University of Toronto, 10 King's College Rd, Toronto, Ontario M5S 1A4, Canada
3Department of Computer Engineering and Informatics, University of Patras, Patras GR-26500, Greece
4Department of Electrical and Computer Engineering, Florida Institute of Technology, Melbourne, FL 32901, USA
Received 2 August 1995

Abstract

In this paper new distributed algorithms for the solution of the discrete Riccati equation are introduced. The algorithms are used to provide robust and computational efficient solutions to the discrete Riccati equation. The proposed distributed algorithms are theoretically interesting and computationally attractive.