Teoriâ veroâtnostej i ee primeneniâ, Tome 35 (1990) no. 4, pp. 740-748
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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/
@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},
year = {1990},
volume = {35},
number = {4},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1990_35_4_a9/}
}
TY - JOUR
AU - M.C. Viano
TI - Random iterations and Kalman filtering
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1990
SP - 740
EP - 748
VL - 35
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1990_35_4_a9/
LA - en
ID - TVP_1990_35_4_a9
ER -
%0 Journal Article
%A M.C. Viano
%T Random iterations and Kalman filtering
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1990
%P 740-748
%V 35
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1990_35_4_a9/
%G en
%F TVP_1990_35_4_a9
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.
