Random Iterations and Kalman Filtering

DOI10.1137/1135103zbMath0805.60039OpenAlexW2022615008MaRDI QIDQ3137976

Marie-Claude Viano

Publication date: 27 January 1994

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135103

zbMATH Keywords

renewal processKalman filtersuniform Lipschitz random iterates

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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