Laws of iterated logarithm for state variables with applications

DOI10.1007/BF02560638zbMath0664.60047OpenAlexW2002636231MaRDI QIDQ3814491

Chen, Hanfu, Lei Guo

Publication date: 1988

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02560638

zbMATH Keywords

Kalman filteringfiltering errorLaws of the iterated logarithmstationary ergodic martingale difference sequencerate of convergence of the quadratic loss function

Mathematics Subject Classification ID

Strong limit theorems (60F15) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• General one-sided laws of the iterated logarithm
• A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
• On the discrete time matrix Riccati equation of optimal control†
• “On the discrete time matrix Riccati equation of optimal control-a correction”
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
• On the Law of the Iterated Logarithm

This page was built for publication: Laws of iterated logarithm for state variables with applications