@article{Chenjian RAN:409, author = {Chenjian RAN, Zili DENG, Guili TAO, Jinfang LIU, }, title = {Convergence analysis of self-tuning Riccati equation for systems with correlation noises}, publisher = {Front. Electr. Electron. Eng.}, year = {2009}, journal = {Frontiers of Electrical and Electronic Engineering}, volume = {4}, number = {4}, eid = {409}, numpages = {7}, pages = {409}, keywords = {Kalman filter; Riccati equation; Lyapunov equation; self-tuning filter; convergence; stability; dynamic variance error system analysis (DVESA) method }, url = {https://journal.hep.com.cn/fee/EN/abstract/article_9639.shtml}, doi = {10.1007/s11460-009-0056-4} }