Riccati differential equation in optimal filtering of periodic non-stabilizable systems
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Publication:3772104
DOI10.1080/00207178708933965zbMath0633.93068OpenAlexW2081542323WikidataQ115310236 ScholiaQ115310236MaRDI QIDQ3772104
Publication date: 1987
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178708933965
Filtering in stochastic control theory (93E11) Periodic solutions to ordinary differential equations (34C25) Linear systems in control theory (93C05) Equations involving linear operators, with operator unknowns (47A62)
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Cites Work
- Inertia theorems for the periodic Liapunov equation and periodic Riccati equation
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- The extended periodic Lyapunov lemma
- On the matrix Riccati equation
- Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
- Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
- Periodicity, Detectability and the Matrix Riccati Equation
- Periodic solutions of matrix Riccati equations with detectability and stabilizability
- On a Matrix Riccati Equation of Stochastic Control
