On the Stability of Kalman--Bucy Diffusion Processes
type: Item
instance of: scholarly article
title: On the Stability of Kalman--Bucy Diffusion Processes
zbMATH Open document ID: 1390.60151
DOI: 10.1137/16M1102707
author: Adrian N. Bishop
author: Pierre Del Moral
published in: SIAM Journal on Control and Optimization
publication date: 2018-01-04T00:00:00Z
full work available at URL: https://arxiv.org/abs/1610.04686
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 93E11
zbMATH DE Number: 6822105
zbMATH Keywords: differential Riccati equations
zbMATH Keywords: diffusion flows
zbMATH Keywords: Kalman-Bucy diffusion
zbMATH Keywords: Kalman-Bucy filter
zbMATH Keywords: transition semigroups
describes a project that uses: EnKF
MaRDI profile type: Publication
arXiv ID: 1610.04686
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description: scientific article; zbMATH DE number 6822105