For finite-parameter uncertain linear systems, three deterministic Kalman-filter designs, including a new expected-energy minimizer, deviate from the oracle filter at most proportionally to the mean parameter deviation.
Evensen, Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics, J
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Deterministic Kalman filters for uncertain dynamical systems
For finite-parameter uncertain linear systems, three deterministic Kalman-filter designs, including a new expected-energy minimizer, deviate from the oracle filter at most proportionally to the mean parameter deviation.