On the stability of the Kalman–Bucy filter with stationary time varying parameters (Q4946980)
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scientific article; zbMATH DE number 1423273
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| English | On the stability of the Kalman–Bucy filter with stationary time varying parameters |
scientific article; zbMATH DE number 1423273 |
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On the stability of the Kalman–Bucy filter with stationary time varying parameters (English)
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13 June 2002
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stable filter
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Kalman filtering
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linear filtering
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conditionally Gaussian
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0.8519327044487
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0.8478490114212036
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0.8456953167915344
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0.8414376974105835
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