Recent analysis and computational results for the solution of linear dynamics-quadratic cost control processes are presented. It is shown that, if the number of system inputs and outputs is less than the number of state variables, a substantial reduction in computing effort may be achieved by utilizing the new equations, termed "generalized X-Y" functions over the standard matrix Riccati equation solution.
In addition to the basic X-Y equations, the paper also discusses the reduced algebraic equation for infin-infinite-interval problems, infinite-dimensional problems, the discrete-time case, and Kalman filtering problems. Numerical experiments are also reported
