On the stability and the concentration of extended Kalman-Bucy filters (Q1990224)
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English | On the stability and the concentration of extended Kalman-Bucy filters |
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On the stability and the concentration of extended Kalman-Bucy filters (English)
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25 October 2018
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concentration inequalities
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non-asymptotic exponential stability
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Lyapunov exponents
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extended Kalman-Bucy filter
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Riccati equation
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