Kalman filtering of systems with parameter uncertainties—a survey†

@inproceedings{Leondes1973KalmanFO,
  title={Kalman filtering of systems with parameter uncertainties—a survey†},
  author={Cornelius T. Leondes and Jack O. Pearson},
  year={1973}
}
A survey of analysis and synthesis techniques for Kalman-Bucy filtering of systems with parameter uncertainties in the plant matrix and. noise covariance matrices is given. Techniques for analysing the deleterious effects of parameter uncertainties, and testing the system model are presented. The synthesis of estimators for uncertain systems via adaptive estimation, bounding techniques, and multiple performance criteria is discussed.