An exact solution of the time-invariant discrete Kalman filter (Q3931149)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact solution of the time-invariant discrete Kalman filter |
scientific article |
Statements
An exact solution of the time-invariant discrete Kalman filter (English)
0 references
1982
0 references
time-invariant discrete Kalman filter
0 references
matrix Riccati difference equation
0 references
time-varying solution
0 references
steady-state algebraic solution
0 references
closed- loop transition matrix
0 references
