Decoupled decomposition of the Riccati equation

DOI10.1109/TAC.1982.1102998zbMath0483.93048MaRDI QIDQ3942834

No author found.

Publication date: 1982

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

zbMATH Keywords

Kalman filteringtime-varying matrix Riccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Matrix equations and identities (15A24) Canonical forms, reductions, classification (15A21) Singular integral equations (45E99) Controllability, observability, and system structure (93B99)

Related Items (2)

Mean escape time of switched Riccati differential equations ⋮ Analysis of the second order matrix Riccati equations

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