Determination of steady state behavior for periodic discrete filtering problems

DOI10.1016/0898-1221(88)90082-XzbMath0850.93815OpenAlexW1994060264MaRDI QIDQ1813097

Yanyan Li

Publication date: 25 June 1992

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(88)90082-x

zbMATH Keywords

error covariance matrixPoincaré return map

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical methods for ordinary differential equations (65L99)

Related Items (1)

Stabilization of chaotic dynamics: a modern control approach

Uses Software

• RICPAC

Cites Work

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• On the matrix Riccati equation
• Phase Portrait of the Matrix Riccati Equation
• A Schur method for solving algebraic Riccati equations
• On the numerical solution of the discrete-time algebraic Riccati equation
• A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations
• Canonical forms for symplectic and Hamiltonian matrices
• Periodic equilibria for matrix riccati equations^‡
• The geometry of the riccati equation
• Symplectic Geometry
• Matrix Quadratic Solutions

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