Davis, J. H.; Dickinson, R. G. Spectral factorization by optimal gain iteration. (English) Zbl 0517.65047 SIAM J. Appl. Math. 43, 289-301 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 Document MSC: 65K10 Numerical optimization and variational techniques 93E11 Filtering in stochastic control theory 49J15 Existence theories for optimal control problems involving ordinary differential equations Keywords:optimal gain iteration; spectral factorization; Newton-Raphson solution; Riccati equation; distributed filtering problem PDFBibTeX XMLCite \textit{J. H. Davis} and \textit{R. G. Dickinson}, SIAM J. Appl. Math. 43, 289--301 (1983; Zbl 0517.65047) Full Text: DOI