Proceedings of the First International Conference on Difference Equations

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by International Conference on Difference Equations (1st 1994 Trinity University), International Conference on Difference Equations 1994 Trinity univers, John R. Graef

About this book

This paper is a survey of the role played by discrete matrix Riccati equations of the form Pk+1 = Ck + A Pk (I + BkPk) - 1 Ak in problems of filtering and control.

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