scientific article; zbMATH DE number 2169892

MaRDI QIDQ4677310zbMATH OpenFDO

Authors Nicholas Assimakis, Sokratis K. Katsikas, D. G. Lainiotis

Publication date 20 May 2005

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55)

Cited in

(4)

• Kalman filter Riccati equation for the prediction, estimation, and smoothing error covariance matrices
• A survey of recursive algorithms for the solution of the discrete time Riccati Equation
• Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain
• Fast iterative solutions of Riccati and Lyapunov equations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4677310)