Kalman Filtering with Intermittent Observations: Weak Convergence to a Stationary Distribution

Soummya Kar Bruno Sinopoli José M. F. Moura Kalman Filtering with Intermittent Observations: Weak Convergence to a Stationary Distribution http://arxiv.org/abs/0903.2890 2009 CoRR abs/0903.2890 db/journals/corr/corr0903.html#abs-0903-2890 informal publication