Peak Covariance Stability of a Random Riccati Equation Arising from Kalman Filtering with Observation Losses

✍ Scribed by Li Xie; Lihua Xie

• Publisher: Academy of Mathematics and Systems Science, Chinese Academy of Sciences
• Year: 2007
• Tongue: English
• Weight: 421 KB
• Volume: 20
• Category: Article
• ISSN: 1009-6124
• DOI: 10.1007/s11424-007-9023-4