Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems (Q6109170)

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scientific article; zbMATH DE number 7705334
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Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
scientific article; zbMATH DE number 7705334

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    Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems (English)
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    30 June 2023
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    Kalman filtering
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    robust filtering
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    set-valued filtering
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    linear stochastic systems
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    partial prior information
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    change of measure
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