Stochastic Stability of the Extended Kalman Filter With Intermittent Observations

DOI10.1109/TAC.2009.2037467zbMath1368.93717MaRDI QIDQ4978725

Sebastian Kluge, Martin Brokate, Konrad Reif

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15)

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