Comments on "A numerical solution of the matrix equation $P=φ Pφ^{t} + S$

Author

Chitayat, E. ; Wolf, Alon

Author_Institution

Deutz Diesel Canada Ltd., Montreal, Canada

Volume

Issue

fYear

1974

fDate

4/1/1974 12:00:00 AM

Firstpage

168

Lastpage

169

Abstract

A method given in the above paper is argued and a contradictory example is shown.

Keywords

Equations; Filtering; Sparse matrices; Tin;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

DOI

10.1109/TAC.1974.1100516

Filename

1100516

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