Zorzi, Mattia Convergence analysis of a family of robust Kalman filters based on the contraction principle. (English) Zbl 1374.60074 SIAM J. Control Optim. 55, No. 5, 3116-3131 (2017). MSC: 60G35 93B35 93E11 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Levy, Bernard C.; Zorzi, Mattia A contraction analysis of the convergence of risk-sensitive filters. (English) Zbl 1346.60055 SIAM J. Control Optim. 54, No. 4, 2154-2173 (2016). MSC: 60G35 93E11 62M20 93B35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv