scientific article; zbMATH DE number 4191530

MaRDI QIDQ3211214zbMATH OpenFDO

Authors Chin Chang, Tryphon T. Georgiou

Publication date 1990

zbMATH Keywords

Schur algorithmdifference Riccati equationlinear optimal filteringsquare-root Chandrasekhar-type algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05)

Recommendations

• On a Schur-algorithm based approach to spectral factorization: Connection with the Riccati equation
• scientific article; zbMATH DE number 495881
• A Schur method for the solution of the matrix Riccati equation
• A modified Schur method for solving algebraic Riccati equations
• scientific article; zbMATH DE number 4034993
• On the numerical properties of the Schur approach for solving the matrix Riccati equation
• The Schwarz Algorithm for Spectral Methods
• The Schur algorithm and its applications
• A modification of Schur's method for solving a matrix algebraic Riccati equation
• An algorithm for solving the matrix difference Riccati equation

Cited in

(1)

• The Schur algorithm applied to the design of optical multi‐mirror structures

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3211214)