On the Time-Varying Riccati Difference Equation of Optimal Filtering
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Publication:4030355
DOI10.1137/0330066zbMath0771.93079OpenAlexW2064861110MaRDI QIDQ4030355
Publication date: 1 April 1993
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0330066
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)
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