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