A note on the use of Chandrasekhar equations for the calculation of the Kalman gain matrix (Corresp.)

DOI10.1109/TIT.1975.1055381zbMath0303.93030OpenAlexW2089757904MaRDI QIDQ4058540

Robert F. Brammer

Publication date: 1975

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1975.1055381

Mathematics Subject Classification ID

Controllability (93B05) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)

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Discrete Riccati-equation solutions: generalized partitioned algorithms ⋮ A unifying framework for linear estimation: Generalized partitioned algorithms ⋮ Scattering framework for backwards partitioned estimators

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