Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses (Q2461352)

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Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses
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    Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses (English)
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    27 November 2007
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    Kalman filtering
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    observation losses
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    random Riccati equations
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    stability
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    stopping time
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