On the Time-Varying Riccati Difference Equation of Optimal Filtering
DOI10.1137/0330066zbMATH Open0771.93079OpenAlexW2064861110MaRDI QIDQ4030355FDOQ4030355
Authors: Giuseppe De Nicolao 
Publication date: 1 April 1993
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0330066
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Cited In (24)
- Switched periodic systems in discrete time: stability and input–output norms
- On finite-horizon \(\ell_2\)-induced norms of discrete-time switched linear systems
- Existence conditions and properties for the maximal periodic solution of periodic Riccati difference equations
- Trial-and-error or avoiding a guess? Initialization of the Kalman filter
- Embedding of time-varying contractive systems in lossless realizations
- Event-based state estimation of linear dynamic systems with unknown exogenous inputs
- Root mean square gain of discrete-time switched linear systems under Dwell time constraints
- On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises
- Time-varying discrete Riccati equation: Some monotonicity results
- A note on the maximal solution of the periodic Riccati equation
- Convergence and existence results for continuous- and discrete-time Riccati equations
- Anisotropy-based multicriteria time-varying filtering on finite horizon
- Reverse discrete-time Riccati equation and extended Nehari's problem
- On the lack of monotonicity of Newton-Hewer updates for Riccati equations
- Kalman filtering with finite-step autocorrelated measurement noise
- On stabilizing properties of solutions of the Riccati difference equation
- Bayesian state estimation on finite horizons: the case of linear state-space model
- Unbiased minimum-variance estimation and dynamic event-driven disturbance rejection control for discrete time-varying systems
- Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters
- Noise induced escape from stable invariant tori
- Minimal quasi-separable realizations for the inverse of a quasi-separable operator
- ℋ∞output feedback control for linear discrete time-varying systems via the bounded real lemma
- Optimal periodic scheduling of sensor networks: a branch and bound approach
- Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
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