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zbMath0524.93021MaRDI QIDQ3039171

R. T. Yakupov

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

fast algorithms discrete matrix Riccati equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Stochastic systems in control theory (general) (93E03)

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