Title :
On the solution of error covariance difference equations by means of canonical decompression and

transform
Author_Institution :
California Institute of Technology, Pasadena, CA, USA
fDate :
8/1/1967 12:00:00 AM
Keywords :
Covariance matrices; Difference equations; Z transforms; Control systems; Covariance matrix; Difference equations; Error correction; Laplace equations; Matrix decomposition; Riccati equations; Sampling methods; Transfer functions; Transforms;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1967.1098644