Geodesic
Random iterations and Kalman filtering
Teoriâ veroâtnostej i ee primeneniâ, Tome 35 (1990) no. 4, pp. 740-748

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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. 
@article{TVP_1990_35_4_a9,
     author = {M.C. Viano},
     title = {Random iterations and {Kalman} filtering},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {740--748},
     publisher = {mathdoc},
     volume = {35},
     number = {4},
     year = {1990},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1990_35_4_a9/}
}
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M.C. Viano. Random iterations and Kalman filtering. Teoriâ veroâtnostej i ee primeneniâ, Tome 35 (1990) no. 4, pp. 740-748. http://geodesic.mathdoc.fr/item/TVP_1990_35_4_a9/