Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài:
Research Article New Trace Bounds for the Product of Two Matrices and Their Applications in the Algebraic Riccati Equation
Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Research Article Trace Inequalities for Matrix Products and Trace Bounds for the Solution of the Algebraic Riccati Equations
Hindawi Publishing Corporation Advances in Diﬀerence Equations Volume 2010, Article ID 494607, 14 pages doi:10.1155/2010/494607
Research Article Riccati Equations and Delay-Dependent BIBO Stabilization of Stochastic Systems with Mixed Delays and Nonlinear Perturbations
Xia Zhou and Shouming Zhong
School of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan 611731, China Correspondence should be addressed to Xia Zhou, firstname.lastname@example.org Received 21 August 2010; Accepted 9 December 2010 Academic Editor: T. Bhaskar Copyright q 2010 X.
Tuyển tập báo cáo các nghiên cứu khoa học quốc tế ngành hóa học dành cho các bạn yêu hóa học tham khảo đề tài: Research Article Linearized Riccati Technique and (Non-)Oscillation Criteria for Half-Linear Difference Equations
Perhaps the most widely known example of fast algorithms is the fast Fourier
transform (FFT) algorithm. Its importance is widely acknowledged and nicely described
in numerous papers and monographs, e.g., as follows: "The fast Fourier
transform (FFT) is one of the truly great computational developments of this century.
It has changed the face of science and engineering so that it is not an exaggeration
to say that life as we know it would be very different without FFT" (Charles
Van Loan, Computational Frameworks for the Fast Fourier Transform, SIAM Publications,
Up to this point, we have discussed what Kalman ®lters are and how they are supposed to behave. Their theoretical performance has been shown to be characterized by the covariance matrix of estimation uncertainty, which is computed as the solution of a matrix Riccati differential equation or difference equation. However, soon after the Kalman ®lter was ®rst implemented on computers, it was discovered that the observed mean-squared estimation errors were often much larger than the values predicted by the covariance matrix, even with simulated data....