Kalman Filtering With Intermittent Observations: Weak Convergence to a Stationary Distribution

DOI10.1109/TAC.2011.2161834zbMath1369.93630arXiv0903.2890OpenAlexW2962991637MaRDI QIDQ5352709

Bruno Sinopoli, Soummya Kar, José M. F. Moura

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2890

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Central limit and other weak theorems (60F05) Filtering in stochastic control theory (93E11)

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