Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
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Publication:3321958
DOI10.1109/TAC.1984.1103465zbMath0536.93057OpenAlexW2035326564MaRDI QIDQ3321958
Graham C. Goodwin, Kwai Sang Sin, Siew Wah Chan
Publication date: 1984
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1984.1103465
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Asymptotic stability in control theory (93D20) Pole and zero placement problems (93B55) Zeros of polynomials, rational functions, and other analytic functions of one complex variable (e.g., zeros of functions with bounded Dirichlet integral) (30C15)
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