Convergence of the DRE solution to the ARE strong solution (Q4339734)
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scientific article; zbMATH DE number 1021901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the DRE solution to the ARE strong solution |
scientific article; zbMATH DE number 1021901 |
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Convergence of the DRE solution to the ARE strong solution (English)
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3 August 1997
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indefinite noise covariances
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differential Riccati equation
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algebraic Riccati equation
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Kalman filtering
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