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 )
