On the stability and the concentration of extended Kalman-Bucy filters (Q1990224)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the stability and the concentration of extended Kalman-Bucy filters |
scientific article |
Statements
On the stability and the concentration of extended Kalman-Bucy filters (English)
0 references
25 October 2018
0 references
concentration inequalities
0 references
non-asymptotic exponential stability
0 references
Lyapunov exponents
0 references
extended Kalman-Bucy filter
0 references
Riccati equation
0 references
0 references
0 references
0 references
