{"ID":2841750,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.11350","arxiv_id":"2511.11350","title":"Risk averse deterministic Kalman filters for uncertain dynamical systems","abstract":"Taking a deterministic viewpoint this work investigates extensions of the Kalman-Bucy filter for state reconstruction to systems containing parametric uncertainty in the state operator. The emphasis lies on risk averse designs reducing the probability of large reconstruction errors. 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 examples allowing for a comparison of risk neutral and risk averse estimators.","short_abstract":"Taking a deterministic viewpoint this work investigates extensions of the Kalman-Bucy filter for state reconstruction to systems containing parametric uncertainty in the state operator. The emphasis lies on risk averse designs reducing the probability of large reconstruction errors. In a theoretical analysis error boun...","url_abs":"https://arxiv.org/abs/2511.11350","url_pdf":"https://arxiv.org/pdf/2511.11350v1","authors":"[\"Karl Kunisch\",\"Jesper Schröder\"]","published":"2025-11-14T14:36:12Z","proceeding":"math.OC","tasks":"[\"math.OC\",\"math.DS\"]","methods":"[]","has_code":false}