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Periodic strong solution for the optimal filtering problem of linear discrete-time periodic systems - MaRDI portal

Periodic strong solution for the optimal filtering problem of linear discrete-time periodic systems (Q3981733)

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scientific article; zbMATH DE number 22198
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Periodic strong solution for the optimal filtering problem of linear discrete-time periodic systems
scientific article; zbMATH DE number 22198

    Statements

    Periodic strong solution for the optimal filtering problem of linear discrete-time periodic systems (English)
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    26 June 1992
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    periodic Riccati difference equation
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    optimal filtering problem
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    linear periodic discrete time systems
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