Improved Potter-Anderson-Moore algorithm for the differential Riccati equation (Q427042)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Improved Potter-Anderson-Moore algorithm for the differential Riccati equation |
scientific article; zbMATH DE number 6045864
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved Potter-Anderson-Moore algorithm for the differential Riccati equation |
scientific article; zbMATH DE number 6045864 |
Statements
Improved Potter-Anderson-Moore algorithm for the differential Riccati equation (English)
0 references
13 June 2012
0 references
Riccati differential equation
0 references
computational algorithm
0 references
linear-quadratic optimal control
0 references
finite-horizon optimal linear filtering
0 references
Kalman filtering
0 references
