Robust Kalman filters under epistemic uncertainty for non-Gaussian systems with multiplicative noise
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Publication:6545300
DOI10.1002/RNC.7291zbMATH Open1537.9376MaRDI QIDQ6545300
Jianxun Li, Jiaojuan Wu, Xingkai Yu, Dongjin Xin
Publication date: 29 May 2024
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
ADMMmultiplicative noiseepistemic uncertaintyrobust Kalman filterWasserstein ambiguity setmoment-based metric
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