Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Moderate Deviations of the Random Riccati Equation   We characterize the invariant filtering measures resulting from Kalman
filtering with intermittent observations (\cite{Bruno}), where the observation
arrival is modeled as a Bernoulli process. In \cite{Riccati-weakconv}, it was
shown that there exists a $\overline{\gamma}^{\{\scriptsize{sb}}}>0$ such that
for every observation packet arrival probability $\overline{\gamma}$,
$\overline{\gamma}>\overline{\gamma}^{\{\scriptsize{sb}}}>0$, the sequence of
random conditional error covariance matrices converges in distribution to a
unique invariant distribution $\mathbb{\mu}^{\overline{\gamma}}$ (independent
of the filter initialization.) In this paper, we prove that, for controllable
and observable systems, $\overline{\gamma}^{\{\scriptsize{sb}}}=0$ and that, as
$\overline{\gamma}\uparrow 1$, the family
$\{\mathbb{\mu}^{\overline{\gamma}}\}_{\overline{\gamma}>0}$ of invariant
distributions satisfies a moderate deviations principle (MDP) with a good rate
function $I$. The rate function $I$ is explicitly identified. In particular,
our results show:

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The categories of this paper are: nucl-ex
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The categories of this paper are: nucl-th
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The categories of this paper are: chao-dyn
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The categories of this paper are: funct-an
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The categories of this paper are: acc-phys
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The categories of this paper are: hep-ex
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The categories of this paper are: patt-sol
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The categories of this paper are: ao-sci
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The categories of this paper are: hep-ph
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The categories of this paper are: q-alg
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The categories of this paper are: astro-ph
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The categories of this paper are: plasm-ph
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The categories of this paper are: physics
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The categories of this paper are: supr-con
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The categories of this paper are: cond-mat
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The categories of this paper are: dg-ga