Pages that link to "Item:Q2559196"

The following pages link to Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering (Q2559196):

Displaying 10 items.

• Robust \(H_\infty \) filters for Markovian jump linear systems under sampled measurements (Q1023036) (← links)
• The Kalman-Bucy method of optimal filtering and its generalizations (Q1141615) (← links)
• Performance degradation in digitally implemented optimal regulators using fixed-point arithmetic (Q1161715) (← links)
• Admissible Consensus of Multi-Agent Singular Systems (Q2930812) (← links)
• On discrete-time Riccati-like matrix difference equations with random coefficients (Q3669285) (← links)
• (Q3713947) (← links)
• NOTE ON THE KALMAN FILTER WITH ESTIMATED PARAMETERS (Q3734931) (← links)
• Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation (Q3789416) (← links)
• (Q4133055) (← links)
• The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models (Q6133735) (← links)