Improved Potter-Anderson-Moore algorithm for the differential Riccati equation (Q427042)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Potter-Anderson-Moore algorithm for the differential Riccati equation |
scientific article |
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Improved Potter-Anderson-Moore algorithm for the differential Riccati equation (English)
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13 June 2012
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Riccati differential equation
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computational algorithm
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linear-quadratic optimal control
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finite-horizon optimal linear filtering
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Kalman filtering
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