A generalized Kalman filter with its precision in recursive form when the stochastic model is misspecified

Abstract In this contribution, we introduce a generalized Kalman filter with precision in recursive form when the stochastic model is misspecified. The allows for relaxed dynamic which not all state vector elements are connected time. equipped recursion of actual error-variance matrices so as to provide an easy-to-use tool efficient and rigorous analysis case underlying Different mechanizations presented, including generalization concept predicted residuals needed quality control filter.