Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems (Q3321958): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems |
scientific article |
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Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems (English)
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1984
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Riccati equation
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Kalman filter
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poles
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asymptotic time invariance
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