Convergence of the DRE solution to the ARE strong solution
SCIE
SCOPUS
- Title
- Convergence of the DRE solution to the ARE strong solution
- Authors
- Park, PG; Kailath, T
- Date Issued
- 1997-04
- Publisher
- IEEE-INST ELECTRICAL ELECTRONICS ENGI
- Abstract
- In this paper, we use the boundary solutions to a linear matrix inequality (LMI) associated with Kalman filtering to investigate the convergence of the solution of a differential Riccati equation (DRE) to the so-called strong solution of an algebraic Riccati equation (ARE). We furthermore extend our results to Kalman filtering with indefinite input noise covariances.
- Keywords
- algebraic Riccati equation; convergence; differential Riccati equation; indefinite input noise covariances; Kalman filtering; ERROR STATE ESTIMATION; H-INFINITY CONTROL; EQUATION; FACTORIZATION
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/21350
- DOI
- 10.1109/9.566672
- ISSN
- 0018-9286
- Article Type
- Article
- Citation
- IEEE TRANSACTIONS ON AUTOMATIC CONTROL, vol. 42, no. 4, page. 573 - 578, 1997-04
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- There are no files associated with this item.
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