On the Time-Varying Riccati Difference Equation of Optimal Filtering (Q4030355)

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On the Time-Varying Riccati Difference Equation of Optimal Filtering
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    title
    On the Time-Varying Riccati Difference Equation of Optimal Filtering (English)
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    DOI
    10.1137/0330066
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    publication date
    1 April 1993
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    Mathematics Subject Classification ID
    93E11
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    49N10
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    93C15
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    93C99
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    93C55
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    93E20
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    zbMATH DE Number
    147360
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    zbMATH Keywords
    time-dependent
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