We derive robust linear filtering and experimental design for systems governed by stochastic
differential equations (SDEs) under model uncertainty. Given a model of signal and …

This paper proposes the robust recursive least-squares (RLS) finite impulse response (FIR)
filtering algorithm using the covariance information and the robust RLS Wiener FIR filtering …

This paper is concerned with the quadratic filtering problem for a class of linear discrete time-
varying systems with non-Gaussian stochastic parameters and intermittent measurements …

This study addresses a robust H∞ filtering design problem for linear stochastic partial
differential systems (LSPDSs) with external disturbance and measurement noise in the …

In this paper, an uncertain discrete-time stochastic system is employed to represent a model
for gene regulatory networks from time series data. A robust variance-constrained filtering …

This paper focuses on deriving the projection filter equation for a class of stochastic
differential equations that incorporate correlated state and measurement noises, where the …

In this study, the robust optimal filtering problem is investigated for a class of linear time‐
varying systems with stochastic uncertainties. A new model is presented that accounts for …

For uncertain systems containing both deterministic and stochastic uncertainties, we
consider two problems of optimal filtering. The first is the design of a linear time-invariant …

This study addresses a robust H∞ filter design problem for nonlinear stochastic partial
differential systems (NSPDSs) with random external disturbance and measurement noise in …

This paper applies variational Bayesian to the stochastic system filtering problem for
arbitrary measurement disturbances. Considering the system's robustness when confronted …