Connection between the three-block generalized Riccati equation and the standard Riccati equation

DOI10.1109/9.310068zbMath0925.93905OpenAlexW2170585680MaRDI QIDQ4307020

Mohamed Darouach, Michel Zasadzinski, A. Bassong Onana

Publication date: 8 November 1999

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

Full work available at URL: https://doi.org/10.1109/9.310068

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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