State estimation in presence of uncertain model error statistics based on filter stability. Application to an adaptive filter

DOI10.1016/j.automatica.2023.111384zbMath1539.9318MaRDI QIDQ6537344

Hong Son Hoang, Olivier Talagrand, Rémy Baraille

Publication date: 14 May 2024

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

adaptive filteringmodel uncertaintyfilter stabilityfiltered state estimationminimum mean prediction error

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Stochastic learning and adaptive control (93E35)

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