A Hamiltonian approach to the factorization of the matrix Riccati equation
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Publication:3943534
DOI10.1007/BFb0120970zbMath0484.49014OpenAlexW97475574MaRDI QIDQ3943534
F. A. Badawi, Anders Lindquist
Publication date: 1982
Published in: Algorithms and Theory in Filtering and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0120970
Factorization of matrices (15A23) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Matrix equations and identities (15A24) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Hamilton-Jacobi theories (49L99)
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