An algebraic riccati equation for the discrete-time periodic prediction problem
โ Scribed by Sergio Bittanti; Patrizio Colaneri; Giuseppe De Nicolao
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 496 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0167-6911
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
New upper and lower matrix bounds and the corresponding eigenvalue bounds on the solution of the discrete algebraic Riccati equation are discussed in this paper. The present bounds are tighter than the majority of those found in the literature.
Kalman filtering is extensively used in estimation techniques. The problem is that one tries to estimate a state based on measures perturbated by noise. However in many applications some time lag can be allowed; this means that this estimate which is called smoothed can be made using a greater amoun