Explicit solution to the unstable stationary filtering problem

DOI10.1109/TAC.1986.1104216zbMath0579.93061OpenAlexW2118716292MaRDI QIDQ3703769

Eugene Soroka, Uri Shaked

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1986.1104216

zbMATH Keywords

constant Kalman gainlinear unstable processesstationary filtered estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Model systems in control theory (93C99)

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