On Globalized Robust Kalman Filter Under Model Uncertainty - Xu, Yang; Xue, Wenchao; Shang, Chao; Fang, Haitao (IEEE transactions on automatic control, 2025)
Keywords: Convergence; Divergence; Fragility; Game theory; globalized robust estimation (GRE); globalized robust Kalman filter (GRKF); Kalman filters; Kullback–Leibler (K–L) divergence; Mathematical models; minimax filters; Minimax technique; most-sensitive distribution; Robustness; Robustness (mathematics); State estimation; Uncertainty; Vectors; Wiener filters