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scientific article; zbMATH DE number 2065724
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scientific article; zbMATH DE number 2065724

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    author
    Nicholas Assimakis
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    S. Roulis
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    Demetrios G. Lainiotis
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    publication date
    18 May 2004
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    Mathematics Subject Classification ID
    65K10
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    93C55
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    93E11
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    zbMATH DE Number
    2065724
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    zbMATH Keywords
    difference matrix Riccati equation
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    filtering
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    linear time-invariant systems
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    Gaussian random disturbances
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