Convergence of filters with applications to the Kalman-Bucy case (Q4008339)
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scientific article; zbMATH DE number 62593
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convergence of filters with applications to the Kalman-Bucy case |
scientific article; zbMATH DE number 62593 |
Statements
Convergence of filters with applications to the Kalman-Bucy case (English)
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27 September 1992
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convergence of conditional expectations
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Kalman-Bucy filtering
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asymptotically optimal estimate
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stochastic difference equations
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0.845649778842926
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0.8282667398452759
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0.8266422152519226
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0.8188849091529846
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0.810968279838562
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