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A modification of Ljung's theorem with application to the analysis of extended Kalman filtering

✍ Scribed by L. Gerencsér


Publisher
Elsevier Science
Year
1987
Weight
329 KB
Volume
8
Category
Article
ISSN
0270-0255

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## Abstract Let 1 ≤ __p__ < ∞ and let __T__ be an ergodic measure‐preserving transformation of the finite measure space (__X__, __μ__). The classical __L^p^__ ergodic theorem of von Neumann asserts that for any __f__ ϵ __L^p^__ (__X__, __μ__), equation image When __X__ = 𝕊^__n__^ (the unit spher