On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises
From MaRDI portal
Publication:5433952
DOI10.1007/978-1-4020-5678-9_10zbMath1127.93360OpenAlexW148494477MaRDI QIDQ5433952
Agamirza E. Bashirov, Zeka Mazhar
Publication date: 9 January 2008
Published in: Mathematical Methods in Engineering (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11129/2904
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)
Related Items (4)
Linear filtering for wide band noise driven observation systems ⋮ Boundary value problems arising in Kalman filtering ⋮ Delay structure of wideband noises with application to filtering problems ⋮ Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
This page was built for publication: On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises