Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (Q3020158): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/asjc.352 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2023820739 / rank | |||
Normal rank | |||
Revision as of 19:59, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator |
scientific article |
Statements
Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (English)
0 references
3 August 2011
0 references
errors-in-variables model
0 references
state space models
0 references
minimum covariance determinant
0 references
Kalman filter and smoother
0 references
outliers
0 references
random search algorithm
0 references
sub-sampling method
0 references
