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Convergence of self-tuning Riccati equation with correlated noises
Guili TAO
Zili DENG
Keywords:Kalman filterSelf-tuning filterRiccati equationLyapunov equationConvergence
Publication Date:2012-01-01
Online Publishing Date:2025-08-15(First online date of this platform, not the publication date of the document)
Pages:7( 64-70 )
Journal of Control Theory and Applications

Journal of Control Theory and Applications

EI
ISSN:1672-6340
Year, Vol.(Issue):2012,10(1)