Error Expressions for Optimal Stationary State Estimation
- 1 August 1975
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 13 (5), 1093-1102
- https://doi.org/10.1137/0313067
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On the error matrix in optimal linear filtering of stationary processesIEEE Transactions on Information Theory, 1973
- Least squares stationary optimal control and the algebraic Riccati equationIEEE Transactions on Automatic Control, 1971
- Stationary probability measures for linear differential equations driven by white noiseJournal of Differential Equations, 1970
- On a Matrix Riccati Equation of Stochastic ControlSIAM Journal on Control, 1968