Search Results for author: Xingkai Yu

Found 3 papers, 2 papers with code

Robust Kalman filters with unknown covariance of multiplicative noise

no code implementations17 Oct 2021 Xingkai Yu, Ziyang Meng

The unknown covariance of multiplicative noise is modelled as an inverse Gamma/Wishart distribution and the initial condition is formulated as the nominal covariance.

Robust Design

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