On the stability and the concentration of extended Kalman-Bucy filters (Q1990224): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Matrix Riccati equations in control and systems theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability properties of Kalman-Bucy filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear theory for filtering nonlinear multiscale systems with model error / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Contraction Theory-Based Analysis of the Stability of the Deterministic Extended Kalman Filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5562423 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean field games and systemic risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scale Space and PDE Methods in Computer Vision / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Stability and the Uniform Propagation of Chaos of a Class of Extended Ensemble Kalman--Bucy Filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handbook on Systemic Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4451700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On contraction analysis for non-linear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contraction analysis of non-linear distributed systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2712989 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of the Extended Kalman Filter When the States are Constrained / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic stability of the discrete-time extended Kalman filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Online stochastic convergence analysis of the Kalman filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4847049 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An EKF-based nonlinear observer with a prescribed degree of stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4400449 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear stability and ergodicity of ensemble based Kalman filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Matrix Riccati Equation of Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3980653 / rank
 
Normal rank

Latest revision as of 02:39, 17 July 2024

scientific article
Language Label Description Also known as
English
On the stability and the concentration of extended Kalman-Bucy filters
scientific article

    Statements

    On the stability and the concentration of extended Kalman-Bucy filters (English)
    0 references
    0 references
    0 references
    0 references
    25 October 2018
    0 references
    concentration inequalities
    0 references
    non-asymptotic exponential stability
    0 references
    Lyapunov exponents
    0 references
    extended Kalman-Bucy filter
    0 references
    Riccati equation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references