On stability of random Riccati equations
type: Item
instance of: scholarly article
title: On stability of random Riccati equations
zbMATH Open document ID: 0940.60061
DOI: 10.1007/BF02917108
author: Yuan Wang
author: Lei Guo
published in: Science in China. Series E
publication date: 2000-07-27T00:00:00Z
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 1342528
zbMATH Keywords: random Riccati equation
zbMATH Keywords: stochastic stability
zbMATH Keywords: Kalman filter
zbMATH Keywords: excitation
MaRDI profile type: Publication
cites work: Q3993534
cites work: Estimating time-varying parameters by the Kalman filter based algorithm: stability and convergence
cites work: Stability of Recursive Stochastic Tracking Algorithms
cites work: Kalman Filtering with Random Coefficients and Contractions
cites work: Identification and stochastic adaptive control
full work available at URL: https://doi.org/10.1007/bf02917108
OpenAlex ID: W1988868967
description: scientific article; zbMATH DE number 1342528