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math.OC2018★ 11 cited
An explicit Floquet-type representation of Riccati aperiodic exponential semigroups
Adrian N. Bishop, Pierre Del Moral
The article presents a rather surprising Floquet-type representation of time-varying transition matrices associated with a class of nonlinear matrix differential Riccati equations.…
math.OC2016★ 46 cited
On the Stability of Kalman-Bucy Diffusion Processes
Adrian N. Bishop, Pierre Del Moral
The Kalman-Bucy filter is the optimal state estimator for an Ornstein-Uhlenbeck diffusion given that the system is partially observed via a linear diffusion-type (noisy) sensor. Un…