A note on the stability of the Kalman-bucy filter with randomly time-varying parameters

DOI10.1007/BF02367952zbMath1524.93064MaRDI QIDQ6070952

Slim Fakhfakh, Philippe Bougerol

Publication date: 24 November 2023

Published in: Journal of Mathematical Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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