Robust state estimation for linear systems under distributional uncertainty

DOI10.1109/TSP.2021.3118540MaRDI QIDQ6600164zbMATH OpenFDO

Authors Shixiong Wang, Zhongming Wu, Andrew Lim

Publication date 9 September 2024

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

Full work available at URL https://doi.org/10.1109/TSP.2021.3118540

Mathematics Subject Classification ID

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

Cited in

(2)

• Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise
• Robust Kalman estimation under multi-step random measurement delays, missing measurements and uncertain-variance multiplicative and linearly correlated additive noises

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