Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise (Q6545300)
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scientific article; zbMATH DE number 7854865
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| English | Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise |
scientific article; zbMATH DE number 7854865 |
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Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise (English)
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29 May 2024
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ADMM
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epistemic uncertainty
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moment-based metric
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multiplicative noise
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robust Kalman filter
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Wasserstein ambiguity set
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0.7845177054405212
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0.7649686336517334
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0.7647557854652405
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0.7612231969833374
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0.7584154605865479
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