Robust Kalman filters with unknown covariance of multiplicative noise

DOI10.1109/TAC.2023.3277866MaRDI QIDQ6575800zbMATH OpenFDO

Authors Xingkai Yu, Ziyang Meng

Publication date 21 July 2024

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

Full work available at URL https://doi.org/10.1109/TAC.2023.3277866

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited in

(2)

• Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise
• A hierarchical scheme for multi-objective state estimation with fading measurements

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