scientific article; zbMATH DE number 2233573

MaRDI QIDQ5709232zbMATH OpenFDO

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

Publication date 29 November 2005

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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