Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses (Q2461352)
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| Language | Label | Description | Also known as |
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| English | Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses |
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Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses (English)
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27 November 2007
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Kalman filtering
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observation losses
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random Riccati equations
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stability
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stopping time
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