Discrete Riccati equation solutions: Distributed algorithms

Mathematical Problems in Engineering

关键词: Riccati equation;    discrete estimation filters;    distributed algorithms;    Kalman filter;    linear Lainiotis filter;   

DOI  :  

来源: DOAJ

【 摘 要 】

In this paper new distributed algorithms for the solution of the discrete Riccati equation are introduced. The algorithms are used to provide robust and computational efficient solutions to the discrete Riccati equation. The proposed distributed algorithms are theoretically interesting and computationally attractive.

【 授权许可】

Unknown