A survey of recursive algorithms for the solution of the discrete time Riccati Equation (Q4374196)
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scientific article; zbMATH DE number 1112540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A survey of recursive algorithms for the solution of the discrete time Riccati Equation |
scientific article; zbMATH DE number 1112540 |
Statements
A survey of recursive algorithms for the solution of the discrete time Riccati Equation (English)
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10 May 1998
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computational methods
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discrete-time
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convergence
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filtering
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estimation
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Kalman filter
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Lainiotis filter
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steady state
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Riccati equation
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general Chandrasekhar algorithm
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doubling algorithm
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