Kalman on dynamics and contro, Linear System Theory, Optimal Control, and Filter
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More about this item
Keywords
Dynamic Programming; System Theory; Linear Quadratic Optimal Control; Kalman Filter; Riccati Equation;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HPE-2017-09-10 (History and Philosophy of Economics)
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