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- W4308804571 abstract "A robust fixed-lag smoothing approach is proposed in the case there is a mismatch between the nominal model and the actual model. The resulting robust smoother is characterized by a dynamic game between two players: one player selects the least favorable model in a prescribed ambiguity set, while the other player selects the fixed-lag smoother minimizing the smoothing error with respect to least favorable model. We propose an efficient implementation of the proposed smoother. Moreover, we characterize the corresponding least favorable model over a finite time horizon. Finally, we test the robust fixed-lag smoother in two examples. The first one regards a target tracking problem, while the second one regards a parameter estimation problem." @default.
- W4308804571 created "2022-11-15" @default.
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- W4308804571 date "2023-01-01" @default.
- W4308804571 modified "2023-10-14" @default.
- W4308804571 title "Robust fixed-lag smoothing under model perturbations" @default.
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- W4308804571 doi "https://doi.org/10.1016/j.jfranklin.2022.10.050" @default.
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