Robust data-driven Kalman filtering for unknown linear systems using maximum likelihood optimization - Duan, Peihu; Liu, Tao; Xing, Yu; Johansson, Karl Henrik (Automatica (Oxford), 2025)
Keywords: Performance analysis; Robust data-driven Kalman filter; Sample complexity; Unknown system matrices; Unknown system matrices; Sample complexity; Performance analysis; Robust data-driven Kalman filter