Optimal robust filtering for linear systems subject to time-varying parameter perturbations - Bolzern, P.; Colaneri, P.; De Nicolao, G. (IEEE Decision and Control, 1993, 1993)
Keywords: Covariance matrix; Filtering; Linear systems; Nonlinear filters; Riccati equations; Robustness; State estimation; Stochastic systems; Time varying systems; Uncertain systems