On the stability and the concentration of extended Kalman-Bucy filters (Q1990224)
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scientific article; zbMATH DE number 6964785
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| English | On the stability and the concentration of extended Kalman-Bucy filters |
scientific article; zbMATH DE number 6964785 |
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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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0.9227291
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0.9198272
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0.9191631
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0.91618097
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0.9144826
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0.9125168
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0.90586334
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0.90583724
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