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Part of the book series: Signal Processing and Digital Filtering ((SIGNAL PROCESS))

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Abstract

Let’s look at the map

$${\Delta _n}\left( A \right) = {\phi _n}A{\phi '_n} - {K_n}{\left( {{H_{n - 1}}A{{H'}_{n - 1}} + {R_{n - 1}}} \right)^\# }{K'_n} + {G_n}{G'_n}$$
$${K_n} = {\phi _n}A{H'_{n - 1}} + {G_n}{L'_{n - 1}}$$

Where

$${R_{n - 1}} \geqslant {L'_{n - 1}}{L_{n - 1}}$$

.

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© 1994 Springer-Verlag New York, Inc.

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Bucy, R.S. (1994). Asymptotic Theory. In: Lectures on Discrete Time Filtering. Signal Processing and Digital Filtering. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8392-5_9

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  • DOI: https://doi.org/10.1007/978-1-4613-8392-5_9

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-8394-9

  • Online ISBN: 978-1-4613-8392-5

  • eBook Packages: Springer Book Archive

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