On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises (Q5433952)
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scientific article; zbMATH DE number 5224823
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| English | On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises |
scientific article; zbMATH DE number 5224823 |
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On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises (English)
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9 January 2008
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linear signal systems
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observation systems with noise processes
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asymptotical behavior
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0.7903298139572144
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0.7814400792121887
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0.7761315107345581
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