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Anubhab Dasgupta

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Steady State and Fluctuation Analysis for Kalman Filters with Poisson-Sampled Observations

Number of pages: 14 Posted: 03 Dec 2024
Anubhab Dasgupta and Aneel Tanwani
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 65 (916,100)

Abstract:

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Kalman filtering, Poisson-sampled observations, Error covariance bounds, Fixed-point analysis