Discrete Riccati equation solutions: Distributed algorithms
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Publication:1354715
DOI10.1155/S1024123X96000373zbMath0870.65054MaRDI QIDQ1354715
Michail Papanikolaou, Paraskeuas Papaparaskeva, Konstantinos N. Plataniotis, Demetrios G. Lainiotis
Publication date: 17 September 1997
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/47699
Kalman filter; distributed algorithms; estimation algorithm; multisensor systems; Lainiotis filters; discrete Riccati equation solutions
93E11: Filtering in stochastic control theory
65K10: Numerical optimization and variational techniques