Abstract
A filtering scheme for multistage systems under uncertain probability distributions of perturbations is studied. A recurrent scheme for constructing point state estimates is designed and its relation with guaranteed filtering theory is determined. This scheme covers the case in which both uncertain and random perturbations are present.
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Anan'ev, B.I. A Nonlinear Filtering Scheme for Multistage Statistically Uncertain Systems. Automation and Remote Control 63, 743–752 (2002). https://doi.org/10.1023/A:1015441803393
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DOI: https://doi.org/10.1023/A:1015441803393