Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering
- 1 April 1973
- journal article
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 42 (1), 226-236
- https://doi.org/10.1016/0022-247x(73)90135-2
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- An iterative technique for the computation of the steady state gains for the discrete optimal regulatorIEEE Transactions on Automatic Control, 1971
- Explicit Solutions of Linear Matrix EquationsSIAM Review, 1970
- Stabilization controllability and observability of linear autonomous systemsIndagationes Mathematicae, 1970
- On a Matrix Riccati Equation of Stochastic ControlSIAM Journal on Control, 1968
- Matrix Equation $XA + BX = C$SIAM Journal on Applied Mathematics, 1968