International Journal of applied mathematics and computer science

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Paper details

Number 1 - March 1999
Volume 9 - 1999

On fast state-space algorithms for predictive control

Marian J. Błachuta

Abstract
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