Spectral and inner-outer factorizations through the constrained Riccati equation (Q4306739)
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scientific article; zbMATH DE number 641491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral and inner-outer factorizations through the constrained Riccati equation |
scientific article; zbMATH DE number 641491 |
Statements
Spectral and inner-outer factorizations through the constrained Riccati equation (English)
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21 September 1994
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spectral factorization
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inner-outer factorization
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rational matrix function
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Riccati equation
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optimal filtering
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