NONRECURSIVE ALGEBRAIC SOLUTION FOR THE DISCRETE SMOOTHED ERROR COVARIANCE MATRIX.

被引：0

作者：

Monzingo, Robert A.

机构：

来源：

IEEE Transactions on Automatic Control | 1973年 / AC-18卷 / 02期

关键词：

CONTROL SYSTEMS; DISCRETE TIME - MATHEMATICAL TECHNIQUES - Matrix Algebra;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The algebraic solution for the discrete Riccati equation may be exploited to obtain nonrecursive solutions for the discrete smoothed error-covariance matrix. The system matrix required to obtain this result is given, and the corresponding matrix for the continuous case may be found in an analogous manner.

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