Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
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Publication:3743234
DOI10.1109/TAC.1986.1104415zbMath0604.93059OpenAlexW2129695524MaRDI QIDQ3743234
Graham C. Goodwin, Michel Gevers, Carlos E. de Souza
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.1986.1104415
Filtering in stochastic control theory (93E11) Stabilization of systems by feedback (93D15) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Eigenvalues, singular values, and eigenvectors (15A18)
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