Distributionally robust Kalman filtering with volatility uncertainty

DOI10.1109/TAC.2024.3522192MaRDI QIDQ6960800zbMATH OpenFDO

Authors Bingyan Han

Publication date 11 July 2025

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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