Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems

Adrian N. Bishop, Pierre Del Moral. Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems. SIAM/ASA J. Uncertain. Quantification, 11(2):389-425, June 2023. [doi]

Abstract

Abstract is missing.