Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Suboptimal Markovian smoothing estimates based on continuous curves of solutions of the algebraic Riccati inequality

Authors:	Michele PavonAuthor Vitae Harald K. Wimmer^{Author Vitae}

Affiliation:	^a Dipartimento di Elettronica e Informatica, Universitá di Padova, via Gradenigo 6/A, 35131 Padova, Italy ^b LADSEB-CNR, Italy ^c Mathematisches Institut, Universität Würzburg, D-97074 Würzburg, Germany

Abstract:	Based on a result on continuous dependence of solutions of an algebraic Riccati equation on the data matrices, we construct continuous curves of solutions of an algebraic Riccati inequality, and derive suboptimal Markovian estimates for the steady-state smoothing problem.

Keywords:	Algebraic Riccati inequality Markovian smoothing estimates
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