Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems (Q3321958)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems |
scientific article |
Statements
Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems (English)
0 references
1984
0 references
Riccati equation
0 references
Kalman filter
0 references
poles
0 references
asymptotic time invariance
0 references
