On the existence of a periodic model for a class of stochastic processes

DOI10.1109/TAC.1982.1103051zbMath0512.93062OpenAlexW1968384831MaRDI QIDQ3657878

S. A. Ghozati

Publication date: 1982

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1982.1103051

zbMATH Keywords

nonlinear Riccati equationjointly periodic covarianceperiodic shaping filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Periodic solutions to ordinary differential equations (34C25) Stochastic systems in control theory (general) (93E03) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Analysis of variance and covariance (ANOVA) (62J10)

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Periodic solutions of Riccati equations applied to multirate sampling

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