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Volumn 30, Issue 6, 1992, Pages 1251-1269
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On the time-varying Riccati difference equation of optimal filtering
a
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Author keywords
[No Author keywords available]
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Indexed keywords
CONVERGENCE OF NUMERICAL METHODS;
KALMAN FILTERING;
LINEAR CONTROL SYSTEMS;
MATHEMATICAL MODELS;
OBSERVABILITY;
OPTIMAL CONTROL SYSTEMS;
SYSTEM STABILITY;
DETECTABILITY;
INFINITE TIME SOLUTIONS;
RICCATI DIFFERENCE EQUATION;
SYMMETRIC POSITIVE SEMIDEFINITE (SPS) SOLUTION;
TIME VARYING SYSTEMS;
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EID: 0026953144
PISSN: 03630129
EISSN: None
Source Type: Journal
DOI: 10.1137/0330066 Document Type: Article |
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Times cited : (51)
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References (33)
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