Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
DOI10.1137/22m1481270zbMath1515.60104OpenAlexW4367042216MaRDI QIDQ6109170
Adrian N. Bishop, Pierre Del Moral
Publication date: 30 June 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/22m1481270
Kalman filteringchange of measurerobust filteringlinear stochastic systemspartial prior informationset-valued filtering
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Signal detection and filtering (aspects of stochastic processes) (60G35)
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