On the stability and the concentration of extended Kalman-Bucy filters (Q1990224)

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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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