On the robustness of Riccati flows to complete model misspecification
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Publication:1797175
DOI10.1016/j.jfranklin.2018.06.042zbMath1398.93077OpenAlexW2884143889WikidataQ129467365 ScholiaQ129467365MaRDI QIDQ1797175
Adrian N. Bishop, Pierre Del Moral
Publication date: 18 October 2018
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2018.06.042
Sensitivity (robustness) (93B35) Matrix equations and identities (15A24) Operator-theoretic methods (93B28) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (3)
On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems ⋮ On one-dimensional Riccati diffusions
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Cites Work
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