Connection between continuous and discrete Riccati equations with applications to kalman filtering

DOI10.1049/ip-d.1988.0004zbMath0637.93070OpenAlexW4241599172MaRDI QIDQ3778654

Middleton, Richard H., Graham C. Goodwin, Mario E. Salgado

Publication date: 1988

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1988.0004

zbMATH Keywords

samplingKalman filteringdelta operatordiscrete equationcontinuous-time Riccati equation

Mathematics Subject Classification ID

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