|
Teoriya Veroyatnostei i ee Primeneniya, 1990, Volume 35, Issue 4, Pages 740–748
(Mi tvp1406)
|
|
|
|
This article is cited in 2 scientific papers (total in 2 papers)
Random iterations and Kalman filtering
M.C. Viano
Abstract:
We show the existence of a law of a sequence of uniform Lipschitz random iterates. The law is investigated and the results are applied to obtain the asymptotic behaviour of the state estimation error in a Kalman filtering operated along a renewal process.
Received: 27.05.1988
Citation:
M.C. Viano, “Random iterations and Kalman filtering”, Teor. Veroyatnost. i Primenen., 35:4 (1990), 740–748; Theory Probab. Appl., 35:4 (1990), 737–745
Linking options:
https://www.mathnet.ru/eng/tvp1406 https://www.mathnet.ru/eng/tvp/v35/i4/p740
|
Statistics & downloads: |
Abstract page: | 165 | Full-text PDF : | 77 |
|