Kalman filtering and Riccati equations for descriptor systems

Nikoukhah, Ramine.; Willsky, Alan S.; Levy, Bernard C.; Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.

Date: 2013-06-05

Ramine Nikoukhah, Alan S. Willsky, and Bernard C. Levy.

Cover title. "Submitted to the 29th CDC"--Cover.

Includes bibliographical references (p. 26).

Research supported in part by the National Science Foundation. ECS-8700903 Research supported in part by the Army Research Office. DAAL03-86-K-0171

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