On the convergence to the strong solution of periodic Riccati equations (Q4013330)
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scientific article; zbMATH DE number 64125
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| English | On the convergence to the strong solution of periodic Riccati equations |
scientific article; zbMATH DE number 64125 |
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On the convergence to the strong solution of periodic Riccati equations (English)
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27 September 1992
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Riccati equation
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optimal filtering
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0.8857415318489075
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0.8645076155662537
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0.8606163859367371
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0.8438075184822083
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0.8435601592063904
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