scientific article; zbMATH DE number 2065724
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Publication:4460410
zbMATH Open1049.65055MaRDI QIDQ4460410FDOQ4460410
Authors: Nicholas Assimakis, S. Roulis, D. G. Lainiotis 
Publication date: 18 May 2004
Title of this publication is not available (Why is that?)
filteringlinear time-invariant systemsGaussian random disturbancesdifference matrix Riccati equation
Numerical optimization and variational techniques (65K10) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)
Cited In (6)
- Anticausal stabilizing solution to discrete reverse-time Riccati equation
- Fast iterative solutions of Riccati and Lyapunov equations
- Recursive solution of initial value problems with temporal discretization
- Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain
- New upper and lower bounds, the iteration algorithm for the solution of the discrete algebraic Riccati equation
- Kalman filter Riccati equation for the prediction, estimation, and smoothing error covariance matrices
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