Improved Potter-Anderson-Moore algorithm for the differential Riccati equation (Q427042)
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scientific article; zbMATH DE number 6045864
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| English | Improved Potter-Anderson-Moore algorithm for the differential Riccati equation |
scientific article; zbMATH DE number 6045864 |
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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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0.7989597916603088
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0.7959808707237244
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0.7898001670837402
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0.783455491065979
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