Pages that link to "Item:Q689167"

The following pages link to A generalization of the Kalman filter to models with infinite variance (Q689167):

Displaying 4 items.

• A simple proof for the Kalman-Bucy smoothed estimate formula (Q689529) (← links)
• On the stochastic linear regulator problem for systems with infinite invariance (Q1315954) (← links)
• The Kalman-Bucy filter for integrable Lévy processes with infinite second moment (Q3449922) (← links)
• The Kalman-Lévy filter (Q5942848) (← links)