Periodic Chandrasekhar recursions
| dc.creator | Aknouche, Abdelhakim | |
| dc.creator | Hamdi, Fayçal | |
| dc.date | 2007-11-24 | |
| dc.date.accessioned | 2026-07-07T08:44:52Z | |
| dc.date.available | 2026-07-07T08:44:52Z | |
| dc.description | This paper extends the Chandrasekhar-type recursions due to Morf, Sidhu, and Kailath "Some new algorithms for recursive estimation in constant, linear, discrete-time systems, IEEE Trans. Autom. Control 19 (1974) 315-323" to the case of periodic time-varying state-space models. We show that the S-lagged increments of the one-step prediction error covariance satisfy certain recursions from which we derive some algorithms for linear least squares estimation for periodic state-space models. The proposed recursions may have potential computational advantages over the Kalman Filter and, in particular, the periodic Riccati difference equation. | |
| dc.identifier | https://arxiv.org/abs/0711.3857 | |
| dc.identifier | http://arxiv.org/abs/0711.3857 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/142808 | |
| dc.subject | Methodology | |
| dc.title | Periodic Chandrasekhar recursions | |
| dc.type | text |