• DocumentCode
    3011276
  • Title

    Generalized Chandrasekhar algorithms: Time-varying models

  • Author

    Lainiotis, D.G.

  • Author_Institution
    State University of New York at Buffalo, Amherst, New York
  • fYear
    1975
  • fDate
    10-12 Dec. 1975
  • Firstpage
    759
  • Lastpage
    764
  • Abstract
    Generalized Chandrasekhar algorithms are obtained that are applicable to time-varying models as well as time-invariant ones. Backward and forward-time differentiations are introduced that readily provide the generalized Chandrasekhar algorithms as well as several interesting interpretations of these results.
  • Keywords
    Boundary conditions; Covariance matrix; Noise measurement; Optimal control; Q measurement; Riccati equations;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
  • Conference_Location
    Houston, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1975.270607
  • Filename
    4045524