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Decoupled decomposition of the Riccati equation - MaRDI portal

Decoupled decomposition of the Riccati equation (Q3942834)

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English
Decoupled decomposition of the Riccati equation
scientific article

    Statements

    title
    Decoupled decomposition of the Riccati equation (English)
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    publication date
    1982
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    zbMATH Keywords
    time-varying matrix Riccati equation
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    Kalman filtering
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    Identifiers

    Mathematics Subject Classification ID
    93B99
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    15A24
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    93E11
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    15A21
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    45E99
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    zbMATH DE Number
    3760016
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