Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering

DOI10.1016/0022-247X(73)90135-2zbMath0256.93028MaRDI QIDQ2559196

Gary Hewer

Publication date: 1973

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Matrix equations and identities (15A24)

Related Items (10)

Unnamed Item ⋮ NOTE ON THE KALMAN FILTER WITH ESTIMATED PARAMETERS ⋮ Admissible Consensus of Multi-Agent Singular Systems ⋮ The Kalman-Bucy method of optimal filtering and its generalizations ⋮ The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models ⋮ Convergence of the doubling algorithm for the discrete-time algebraic Riccati equation ⋮ Performance degradation in digitally implemented optimal regulators using fixed-point arithmetic ⋮ Unnamed Item ⋮ Robust \(H_\infty \) filters for Markovian jump linear systems under sampled measurements ⋮ On discrete-time Riccati-like matrix difference equations with random coefficients

Cites Work

• FUNCTIONAL EQUATIONS IN THE THEORY OF DYNAMIC PROGRAMMING. V. POSITIVITY AND QUASI-LINEARITY
• Fully Parallel 3D Thinning Algorithms Based on Sufficient Conditions for Topology Preservation
• Matrix Equation $XA + BX = C$
• On a Matrix Riccati Equation of Stochastic Control
• Explicit Solutions of Linear Matrix Equations
• On the behaviour of optimal linear sampled-data regulators†
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