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scientific article; zbMATH DE number 2233573 - MaRDI portal

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zbMath1117.65340MaRDI QIDQ5709232

S. Roulis, Nicholas Assimakis, Demetrios G. Lainiotis

Publication date: 29 November 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical examples recursive algorithms discrete time Riccati equation optimal distributed algorithm time invariant Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Parallel numerical computation (65Y05)

Related Items (1)

Kalman filter Riccati equation for the prediction, estimation, and smoothing error covariance matrices

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