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Sibirskii Zhurnal Vychislitel'noi Matematiki, 1998, Volume 1, Number 1, Pages 5–10 (Mi sjvm288)  
The Krylov space and the Kalman equation

S. K. Godunov, V. M. Gordienko

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
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Abstract: An optimal, in some respects, representation of vectors in the Krylov space is built with the help of a variational problem. The extremum of the variational problem is the solution of the Kalman matrix equation and the 2-norm of the solution is suggested to use as a characteristic of the Krylov space. This characteristic can also be used as the measure of controllability in stationary discreet problems of optimal control.
Received: 05.11.1997
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Document Type: Article
UDC: 519.61
Language: Russian
Citation: S. K. Godunov, V. M. Gordienko, “The Krylov space and the Kalman equation”, Sib. Zh. Vychisl. Mat., 1:1 (1998), 5–10
Citation in format AMSBIB
\Bibitem{GodGor98}
\by S.~K.~Godunov, V.~M.~Gordienko
\paper The Krylov space and the Kalman equation
\jour Sib. Zh. Vychisl. Mat.
\yr 1998
\vol 1
\issue 1
\pages 5--10
\mathnet{http://mi.mathnet.ru/sjvm288}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1699429}
\zmath{https://zbmath.org/?q=an:0919.34057}
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