Stability of a Random Riccati Equation With Markovian Binary Switching
- Author
- LI XIE1 ; LIHUA XIE2
[1] Department of Automatic Control, Beijing Institute of Technology, Beijing 100081, China
[2] School of Electrical and Electronic Engineering, Nanyang Technological University, 639798, Singapore - Source
IEEE transactions on automatic control. 2008, Vol 53, Num 7, pp 1759-1764, 6 p ; ref : 15 ref
- CODEN
- IETAA9
- ISSN
- 0018-9286
- Scientific domain
- Control theory, operational research
- Publisher
- Institute of Electrical and Electronics Engineers, New York, NY
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- Kalman filtering observation losses random Riccati equations stability stopping time
- Keyword (fr)
- Approche probabiliste Covariance Equation Riccati Equation différences Filtre Kalman Information incomplète Matrice covariance Observabilité Processus Markov Processus saut Système conservatif Temps arrêt
- Keyword (en)
- Probabilistic approach Covariance Riccati equation Difference equation Kalman filter Incomplete information Covariance matrix Observability Markov process Jump process Conservative system Stopping time
- Keyword (es)
- Enfoque probabilista Covariancia Ecuación Riccati Ecuación diferencias Filtro Kalman Información incompleta Matriz covariancia Observabilidad Proceso Markov Proceso salto Sistema coservativo Tiempo parada
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D05 Modelling and identification
- Discipline
- Computer science : theoretical automation and systems
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20641517
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1109/TAC.2008.928329 
https://dx.doi.org/10.1109/TAC.2008.928329
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