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On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises - MaRDI portal

On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises (Q5433952)

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scientific article; zbMATH DE number 5224823
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On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises
scientific article; zbMATH DE number 5224823

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    On asymptotical behavior of solution of Riccati equation arising in linear filtering with shifted noises (English)
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    9 January 2008
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    linear signal systems
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    observation systems with noise processes
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    asymptotical behavior
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