Partitioned Ricatti solutions and integration-free doubling algorithms
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Publication:4113693
DOI10.1109/TAC.1976.1101321zbMath0344.93063OpenAlexW2150412237MaRDI QIDQ4113693
Publication date: 1976
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1976.1101321
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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