On Globalized Robust Kalman Filter under Model Uncertainty

Yang Xu,Wenchao Xue,Chao Shang,Haitao Fang

IEEE TRANSACTIONS ON AUTOMATIC CONTROL（2025）

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关键词

Uncertainty,Robustness,Kalman filters,Mathematical models,Wiener filters,Convergence,Vectors,Game theory,globalized robust estimation (GRE),globalized robust Kalman filter (GRKF),Kullback-Leibler (K-L) divergence,minimax filters,most-sensitive distribution

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