{"id":"https://openalex.org/W2538932763","doi":"https://doi.org/10.1137/16m1102707","title":"On the Stability of Kalman--Bucy Diffusion Processes","display_name":"On the Stability of Kalman--Bucy Diffusion Processes","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W2538932763","doi":"https://doi.org/10.1137/16m1102707","mag":"2538932763"},"language":"en","primary_location":{"id":"doi:10.1137/16m1102707","is_oa":false,"landing_page_url":"https://doi.org/10.1137/16m1102707","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1610.04686","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110307296","display_name":"Adrian N. Bishop","orcid":null},"institutions":[{"id":"https://openalex.org/I1292875679","display_name":"Commonwealth Scientific and Industrial Research Organisation","ror":"https://ror.org/03qn8fb07","country_code":"AU","type":"government","lineage":["https://openalex.org/I1292875679","https://openalex.org/I2801453606","https://openalex.org/I4387156119"]},{"id":"https://openalex.org/I4210101388","display_name":"Health Sciences and Nutrition","ror":"https://ror.org/0152bt112","country_code":"AU","type":"facility","lineage":["https://openalex.org/I1292875679","https://openalex.org/I2801453606","https://openalex.org/I4210101388","https://openalex.org/I4387156119"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Adrian N. Bishop","raw_affiliation_strings":["Commonwealth Scientific and Industrial Research Organisation [Canberra]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Commonwealth Scientific and Industrial Research Organisation [Canberra]","institution_ids":["https://openalex.org/I4210101388","https://openalex.org/I1292875679"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5044731110","display_name":"Pierre Del Moral","orcid":"https://orcid.org/0000-0003-1151-6662"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Pierre Del Moral","raw_affiliation_strings":["Quality control and dynamic reliability"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Quality control and dynamic reliability","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.5438,"has_fulltext":false,"cited_by_count":44,"citation_normalized_percentile":{"value":0.95595827,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"55","issue":"6","first_page":"4015","last_page":"4047"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11187","display_name":"Nonlinear Dynamics and Pattern Formation","score":0.9828000068664551,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9800999760627747,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7780953645706177},{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.6322978734970093},{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.6262781620025635},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5592620372772217},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.47717514634132385},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.46036067605018616},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.44221657514572144},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.43125319480895996},{"id":"https://openalex.org/keywords/ensemble-kalman-filter","display_name":"Ensemble Kalman filter","score":0.42763036489486694},{"id":"https://openalex.org/keywords/eigenvalues-and-eigenvectors","display_name":"Eigenvalues and eigenvectors","score":0.4192603826522827},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.3767754137516022},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.30056232213974},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2564375400543213},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.13210779428482056},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10867056250572205}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7780953645706177},{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.6322978734970093},{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.6262781620025635},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5592620372772217},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.47717514634132385},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.46036067605018616},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.44221657514572144},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.43125319480895996},{"id":"https://openalex.org/C79334102","wikidata":"https://www.wikidata.org/wiki/Q3072268","display_name":"Ensemble Kalman filter","level":4,"score":0.42763036489486694},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.4192603826522827},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.3767754137516022},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.30056232213974},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2564375400543213},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.13210779428482056},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10867056250572205},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1137/16m1102707","is_oa":false,"landing_page_url":"https://doi.org/10.1137/16m1102707","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1610.04686","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1610.04686","pdf_url":"https://arxiv.org/pdf/1610.04686","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:HAL:hal-01593875v1","is_oa":true,"landing_page_url":"https://inria.hal.science/hal-01593875","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"[Research Report] Arxiv. 2017, pp.4015 - 4047","raw_type":"Reports"},{"id":"pmh:oai:HAL:hal-01669244v1","is_oa":false,"landing_page_url":"https://inria.hal.science/hal-01669244","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SIAM Journal on Control and Optimization, 2017, 55 (6), pp.4015 - 4047. &#x27E8;10.1137/16M1102707&#x27E9;","raw_type":"Journal articles"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/193421","is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/193421","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"},{"id":"pmh:oai:oskar-bordeaux.fr:20.500.12278/9890","is_oa":false,"landing_page_url":"https://oskar-bordeaux.fr/handle/20.500.12278/9890","pdf_url":null,"source":{"id":"https://openalex.org/S4306402569","display_name":"Oskar-Bordeaux (Universite de Bordeaux)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article de revue"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1610.04686","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1610.04686","pdf_url":"https://arxiv.org/pdf/1610.04686","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1915140489","display_name":null,"funder_award_id":"DE-120102873","funder_id":"https://openalex.org/F4320334704","funder_display_name":"Australian Research Council"}],"funders":[{"id":"https://openalex.org/F4320334704","display_name":"Australian Research Council","ror":"https://ror.org/05mmh0f86"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":60,"referenced_works":["https://openalex.org/W64233612","https://openalex.org/W568632016","https://openalex.org/W593630733","https://openalex.org/W1503787277","https://openalex.org/W1600349401","https://openalex.org/W1606815384","https://openalex.org/W1822984620","https://openalex.org/W1927369601","https://openalex.org/W1965640670","https://openalex.org/W1992539596","https://openalex.org/W1993595567","https://openalex.org/W1995630520","https://openalex.org/W1996967464","https://openalex.org/W1998330145","https://openalex.org/W2001332000","https://openalex.org/W2002357820","https://openalex.org/W2005178933","https://openalex.org/W2005268059","https://openalex.org/W2009104157","https://openalex.org/W2009618734","https://openalex.org/W2013439437","https://openalex.org/W2024920306","https://openalex.org/W2025718512","https://openalex.org/W2028808207","https://openalex.org/W2030183411","https://openalex.org/W2041746234","https://openalex.org/W2053110557","https://openalex.org/W2058935279","https://openalex.org/W2067136705","https://openalex.org/W2070388976","https://openalex.org/W2074535974","https://openalex.org/W2083402998","https://openalex.org/W2092545617","https://openalex.org/W2094473592","https://openalex.org/W2098143780","https://openalex.org/W2102316513","https://openalex.org/W2103060309","https://openalex.org/W2105934661","https://openalex.org/W2106565812","https://openalex.org/W2112878831","https://openalex.org/W2115098818","https://openalex.org/W2123585262","https://openalex.org/W2130789882","https://openalex.org/W2154062528","https://openalex.org/W2168022335","https://openalex.org/W2211436427","https://openalex.org/W2293807537","https://openalex.org/W2467373999","https://openalex.org/W2467767276","https://openalex.org/W2468556707","https://openalex.org/W2946705144","https://openalex.org/W2950655146","https://openalex.org/W2964163851","https://openalex.org/W3035578948","https://openalex.org/W3098252040","https://openalex.org/W3100502793","https://openalex.org/W3100586012","https://openalex.org/W4231011685","https://openalex.org/W4299694077","https://openalex.org/W4388319978"],"related_works":["https://openalex.org/W2119007379","https://openalex.org/W4206024512","https://openalex.org/W2525014937","https://openalex.org/W2103062922","https://openalex.org/W2162299404","https://openalex.org/W2014787281","https://openalex.org/W2053335193","https://openalex.org/W2394115825","https://openalex.org/W4233345519","https://openalex.org/W2130896823"],"abstract_inverted_index":{"The":[0,75,106],"Kalman--Bucy":[1,94],"filter":[2,51,58,95,102,146],"is":[3,16,40,80,112],"the":[4,14,35,42,49,64,67,89,93,136,145,148],"optimal":[5,36],"state":[6],"estimator":[7],"for":[8,52,143],"an":[9],"Ornstein--Uhlenbeck":[10],"diffusion":[11],"given":[12,134],"that":[13],"system":[15],"partially":[17],"observed":[18],"via":[19],"a":[20,30,113,120],"linear":[21],"diffusion-type":[22],"(noisy)":[23],"sensor.":[24],"Under":[25],"Gaussian":[26],"assumptions,":[27],"it":[28],"provides":[29],"finite-dimensional":[31,45],"exact":[32,46],"implementation":[33],"of":[34,48,71,77,92,116,122,138],"Bayes":[37,50],"filter.":[38],"It":[39],"generally":[41],"only":[43],"such":[44],"instance":[47],"continuous":[53],"state-space":[54],"models.":[55],"Consequently,":[56],"this":[57,78,117],"has":[59],"been":[60],"studied":[61],"extensively":[62],"in":[63,135],"literature":[65],"since":[66],"seminal":[68],"1961":[69],"paper":[70],"Kalman":[72],"and":[73,84,104,125,140,147],"Bucy.":[74],"purpose":[76],"work":[79],"to":[81,101],"review,":[82],"re-prove":[83],"refine":[85],"existing":[86],"results":[87,131],"concerning":[88],"dynamical":[90],"properties":[91],"so":[96],"far":[97],"as":[98],"they":[99],"pertain":[100],"stability":[103],"convergence.":[105],"associated":[107],"differential":[108],"matrix":[109],"Riccati":[110,149],"equation":[111],"focal":[114],"point":[115],"study":[118],"with":[119],"number":[121],"bounds,":[123],"convergence,":[124],"eigenvalue":[126],"inequalities":[127,142],"rigorously":[128],"proven.":[129],"New":[130],"are":[132],"also":[133],"form":[137],"exponential":[139],"comparison":[141],"both":[144],"flow.":[150]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":7},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
