IEEE - Institute of Electrical and Electronics Engineers, Inc. - Approximations to a particular class of ill-conditioned Riccati matrices

1973 IEEE Conference on Decision and Control including the 12th Symposium on Adaptive Processes

Author(s): M. E. Womble ; J. E. Potter ; J. L. Speyer
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 1973
Conference Location: San Diego, CA, USA, USA
Conference Date: 5 December 1973
Page(s): 554
DOI: 10.1109/CDC.1973.269224
Regular:

The solution of the Riccati equation corresponding to the Kalman filter, with a single perfect measurement and possibly one or more noisy measurements, requires the numerical integration of a... View More

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