Convergence of filters with applications to the Kalman-Bucy case
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Publication:4008339
DOI10.1109/18.135648zbMath0753.60039MaRDI QIDQ4008339
Publication date: 27 September 1992
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.135648
stochastic difference equations; Kalman-Bucy filtering; convergence of conditional expectations; asymptotically optimal estimate
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
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