Kalman-Bucy Filtering and Minimum Mean Square Estimator under Uncertainty

Shaolin Ji, Chuiliu Kong, Chuanfeng Sun, Ji-Feng Zhang. Kalman-Bucy Filtering and Minimum Mean Square Estimator under Uncertainty. SIAM J. Control and Optimization, 59(4):2669-2692, 2021. [doi]

Abstract

Abstract is missing.