Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices (Q3743234)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices |
scientific article |
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Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices (English)
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1986
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convergence
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optimal linear filtering
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generalized eigenvectors
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algebraic Riccati equation
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