Robust stability analysis of Kalman-Bucy filter under parametric and noise uncertainties (Q3809701)

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Robust stability analysis of Kalman-Bucy filter under parametric and noise uncertainties
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    Robust stability analysis of Kalman-Bucy filter under parametric and noise uncertainties (English)
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    1988
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    linear Kalman-Bucy filter
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    uncertain second-order statistical noise
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    uncertain system model parameters
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    robust stability
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    Saddlepoint theory
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    Gronwall lemma
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