3 citations · 3 across the 1 of their papers we have counts for
4 papers
Kalman-Bucy filtering and minimum mean square estimator under uncertainty
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun +1
In this paper, we study a generalized Kalman-Bucy filtering problem under uncertainty. The drift uncertainty for both signal process and observation process is considered and the a…
A filtering problem with uncertainty in observation
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
This paper is concerned with a generalized Kalman-Bucy filtering model and corresponding robust problem under model uncertainty. We find that this robust problem is equivalent to c…
A robust Kalman-Bucy filtering problem
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
A generalized Kalman-Bucy model under model uncertainty and a corresponding robust problem are studied in this paper. We find that this robust problem is equivalent to an estimate…
The minimum mean square estimator of integrable variables under sublinear operators
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
In this paper, we study the minimum mean square estimator for non-bounded random variables under sublinear operators. The existence and uniqueness of the minimum mean square estima…