scientific article; zbMATH DE number 2233573

zbMATH Open1117.65340MaRDI QIDQ5709232FDOQ5709232

S. Roulis, D. G. Lainiotis, Nicholas Assimakis

Publication date: 29 November 2005

Title of this publication is not available (Why is that?)

zbMATH Keywords

numerical examplesrecursive algorithmsdiscrete time Riccati equationoptimal distributed algorithmtime invariant Kalman filter

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Parallel numerical computation (65Y05) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Cited In (1)

• Kalman filter Riccati equation for the prediction, estimation, and smoothing error covariance matrices

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