标题： 不确定动力系统的确定性卡尔曼滤波器 显示英文标题

标题： Deterministic Kalman filters for uncertain dynamical systems

摘要： 卡尔曼（-布西）滤波器是用于基于有缺陷和不完整测量值重构受扰线性动态系统的自然选择。从确定性的角度出发，本文研究了该概念向具有不确定动力学和噪声协方差的系统扩展的可能性。在理论分析中，导出了以不确定性方差表示的误差界。文章最后通过两个示例系统的数值实现，允许对估计器进行比较。 显示英文摘要

摘要： 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 deterministic viewpoint this work investigates possible extensions of the concept to systems with uncertain dynamics and noise covariances. In a theoretical analysis error bounds in terms of the variance of the uncertainties are derived. The article concludes with a numerical implementation of two example systems allowing for a comparison of the estimators.