Correlation bounds for discrete-time systems with banded dynamics

DOI10.1016/j.sysconle.2006.07.014zbMath1120.93366OpenAlexW2032876567MaRDI QIDQ864501

Jaganath Chandrasekar, Dennis S. Bernstein

Publication date: 9 February 2007

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2006.07.014

zbMATH Keywords

Lyapunov equationKalman filteringbanded dynamicserror covariance approximationhigh-dimensional systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)

Related Items (1)

Localization in Matrix Computations: Theory and Applications

Cites Work

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• Compartmental Modeling and Second-Moment Analysis of State Space Systems
• Decay Rates for Inverses of Band Matrices
• Decay Rates of the Inverse of Nonsymmetric Tridiagonal and Band Matrices
• Finite Volume Methods for Hyperbolic Problems

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