Robust Kalman filters for linear time-varying systems with stochastic parametric uncertainties

Cited In (45)

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Robust centralized and weighted measurement fusion Kalman estimators for multisensor systems with multiplicative and uncertain-covariance linearly correlated white noises
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Event‐based joint estimation for unknown inputs and states: A distributed recursive filtering method
Stochastic \(H_{2}/H_{\infty }\) control for discrete-time systems with state and disturbance dependent noise
Robust weighted fusion Kalman estimators for systems with uncertain noise variances, multiplicative noises, missing measurements, packets dropouts and two‐step random measurement delays
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Optimal estimation of a class of linear time-delay uncertain systems
State estimation with probability constraints
Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters
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Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering
Robust Kalman filtering for continuous-time systems with norm-bounded nonlinear uncertainties
Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise

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