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

DOI10.1109/78.992124zbMath1369.93659MaRDI QIDQ5353583

Fan Wang, Venkataramanan Balakrishnan

Publication date: 8 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.992124

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

90C25: Convex programming

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

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