A group-theoretical approach to optimal estimation and control

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Related Items (2)

Analog random coding ⋮ Riccati equations and Lie series

Cites Work

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Partitioned estimation algorithms. II: Linear estimation
On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering
Scattering theory and linear least squares estimation. II: Discrete-time problems
On the matrix Riccati equation
Form of Scattering Amplitude for Two Systems of Arbitrary Spins
Scattering theory and linear least-squares estimation, part III: The estimates
A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes
A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations
System concepts in Kron's polyhedron model and the scattering problem
A view of three decades of linear filtering theory
The asymptotic behavior of constant-coefficient Riccati differential equations
Partitioned Ricatti solutions and integration-free doubling algorithms
Efficient change of initial conditions, dual chandrasekhar equations, and some applications
Integration-free interval doubling for Riccati equation solutions
Second-order convergent algorithms for the steady-state Riccati equation†
Periodic solutions of matrix Riccati equations with detectability and stabilizability
Some new algorithms for recursive estimation in constant, linear, discrete-time systems
Symplectic Geometry
Matrix Quadratic Solutions
Optimal state estimation in high noise
Monotoneity Properties of Solutions of Hermitian Riccati Matrix Differential Equations
A contribution to matrix quadratic equations

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