On covariance propagation using matrix continued fractions

DOI10.1080/00207727908941631zbMath0411.93037OpenAlexW2147510897MaRDI QIDQ4198421

Daniel W. Repperger

Publication date: 1979

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727908941631

zbMATH Keywords

discrete systemsapproximationslinear filteringmatrix theorynumerical analysismatrix continued fractionscovariance propagation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Basic linear algebra (15A99)

Related Items (2)

A fast method for computing the principal \(n\)-th roots of complex matrices ⋮ A computer-aided method for the factorization of matrix polynomials†

Cites Work

• Unnamed Item
• Factorization methods for discrete sequential estimation
• Recursive fading memory filtering
• On a factorization of the transfer function matrix of a multivariable system
• Additional properties and applications of matrix continued fraction†
• Extended Levinson and Chandrasekhar equations for general discrete-time linear estimation problems
• Some new algorithms for recursive estimation in constant, linear, discrete-time systems
• Noncommutative Continued Fractions
• Controllability and Observability of Linear Discrete-time Systems†
• The continued fraction representation of transfer functions and model simplification †
• On a game problem involving systems with time delay

This page was built for publication: On covariance propagation using matrix continued fractions