Sample path large deviations for the randomly sampled continuous-discrete Kalman filter

Soummya Kar, José M. F. Moura, Kavita Ramanan. Sample path large deviations for the randomly sampled continuous-discrete Kalman filter. In Proceedings of the 49th IEEE Conference on Decision and Control, CDC 2010, December 15-17, 2010, Atlanta, Georgia, USA. pages 7375-7382, IEEE, 2010. [doi]

Authors

Soummya Kar

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José M. F. Moura

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Kavita Ramanan

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