This article is cited in 2 papers

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.

Received: 27.05.1988

Language: English

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

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