Convergence of filters with applications to the Kalman-Bucy case (Q4008339): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1109/18.135648 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2163172394 / rank | |||
Normal rank | |||
Latest revision as of 21:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of filters with applications to the Kalman-Bucy case |
scientific article |
Statements
Convergence of filters with applications to the Kalman-Bucy case (English)
0 references
27 September 1992
0 references
convergence of conditional expectations
0 references
Kalman-Bucy filtering
0 references
asymptotically optimal estimate
0 references
stochastic difference equations
0 references
