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math.OC2025
Risk averse deterministic Kalman filters for uncertain dynamical systems
Karl Kunisch, Jesper Schröder
Taking a deterministic viewpoint this work investigates extensions of the Kalman-Bucy filter for state reconstruction to systems containing parametric uncertainty in the state oper…
math.DS2025
Deterministic Kalman filters for uncertain dynamical systems
Karl Kunisch, Jesper Schröder
The Kalman(-Bucy) filter is the natural choice for the state reconstruction of disturbed, linear dynamical systems based on flawed and incomplete measurements. Taking a determinist…