The difference periodic Ricati equation for the periodic prediction problem
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Publication:3804582
DOI10.1109/9.1286zbMath0656.93067OpenAlexW2023898842MaRDI QIDQ3804582
Colaneri, Patrizio, De Nicolao, Giuseppe, Bittanti, Sergio
Publication date: 1988
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.1286
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Periodic solutions to ordinary differential equations (34C25) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Discrete version of topics in analysis (39A12)
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