On stability of random Riccati equations (Q1303100)

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On stability of random Riccati equations
scientific article

    Statements

    title
    On stability of random Riccati equations (English)
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    author
    Yuan Wang
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    Lei Guo
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    publication date
    27 July 2000
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    zbMATH Keywords
    random Riccati equation
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    stochastic stability
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    Kalman filter
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    excitation
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    Identifiers

    DOI
    10.1007/BF02917108
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    Mathematics Subject Classification ID
    60G35
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    93E15
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    93E11
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    zbMATH DE Number
    1342528
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