Robust Kalman Filtering Under Model Perturbations - Zorzi, Mattia (IEEE transactions on automatic control, 2017)
Keywords: Budgeting; Covariance matrices; Divergence; Estimation; Iterative methods; Kalman filters; Mean square error methods; Mean square values; Minimax problem; Minimax technique; Parameter sensitivity; Risk; risk sensitive filtering; robust Kalman filtering; Robustness; Sensitivity; Tau-divergence family; Uncertainty