Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering
نویسندگان
چکیده
منابع مشابه
a phonological contrastive analysis of kurdish and english
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15 صفحه اولPerturbation analysis of the discrete Riccati equation
The sensitivity of the discrete-time matrix Riccati equation relative to perturbations in its coefficients is studied. Both local and non-local perturbation bounds are obtained. In particular the conditioning of the equation is determined.
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1973
ISSN: 0022-247X
DOI: 10.1016/0022-247x(73)90135-2