RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB
General information
Latest issue
Archive
Impact factor
Subscription
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teor. Veroyatnost. i Primenen., 1990, Volume 35, Issue 4, Pages 740–748 (Mi tvp1406)  

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.

Full text: PDF file (482 kB)

English version:
Theory of Probability and its Applications, 1990, 35:4, 737–745

Bibliographic databases:

Received: 27.05.1988
Language:

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

Citation in format AMSBIB
\Bibitem{Via90}
\by M.C.~Viano
\paper Random iterations and Kalman filtering
\jour Teor. Veroyatnost. i Primenen.
\yr 1990
\vol 35
\issue 4
\pages 740--748
\mathnet{http://mi.mathnet.ru/tvp1406}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=1090499}
\zmath{https://zbmath.org/?q=an:0805.60039|0717.60052}
\transl
\jour Theory Probab. Appl.
\yr 1990
\vol 35
\issue 4
\pages 737--745
\crossref{https://doi.org/10.1137/1135103}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=A1990GZ59600009}


Linking options:
  • http://mi.mathnet.ru/eng/tvp1406
  • http://mi.mathnet.ru/eng/tvp/v35/i4/p740

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles
  • Теория вероятностей и ее применения Theory of Probability and its Applications
    Number of views:
    This page:79
    Full text:35

     
    Contact us:
     Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2019