Extrema of matrix functionals

DOI10.1007/BF01105300zbMath0792.49021WikidataQ122739871 ScholiaQ122739871MaRDI QIDQ1325404

Yu. V. Podvintsev

Publication date: 5 July 1994

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

Lagrange multipliersoptimality conditionsadaptive Kalman filterexistence of extremal points

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Applications of mathematical programming (90C90) Numerical methods involving duality (49M29) Matrix equations and identities (15A24)

Cites Work

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