Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses (Q2461352)
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scientific article; zbMATH DE number 5214795
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| English | Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses |
scientific article; zbMATH DE number 5214795 |
Statements
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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0.85400915
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0.85369045
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0.85321224
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0.8531328
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0.85287386
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0.8468834
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0.84671354
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0.8455633
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