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