Timeline for On solution of a recursion with rectangular matrices
Current License: CC BY-SA 3.0
6 events
when toggle format | what | by | license | comment | |
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Apr 29, 2013 at 15:30 | vote | accept | eolithr | ||
Apr 22, 2013 at 12:51 | comment | added | eolithr | This is a Lyapunov equation. We met with the problem for treating desciptor system with white noise. $$J(k)x(k+1)=A(k)x(k)+w(k)$$ | |
Apr 21, 2013 at 11:13 | comment | added | Federico Poloni | What is the source of this problem? Looks a lot like a discrete-time difference Riccati equation. This, and what Robert Israel said. | |
Apr 21, 2013 at 6:30 | answer | added | Robert Israel | timeline score: 2 | |
Apr 21, 2013 at 3:48 | history | edited | eolithr | CC BY-SA 3.0 |
edited title
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Apr 21, 2013 at 1:50 | history | asked | eolithr | CC BY-SA 3.0 |