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
Link To Document