Pages that link to "Item:Q4126177"
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The following pages link to Robust bayesian estimation for the linear model and robustifying the Kalman filter (Q4126177):
Displayed 7 items.
- Adaptive Masreliez-Martin fractional embedded cubature Kalman filter (Q6045810) (← links)
- State and parameter joint estimation of linear stochastic systems in presence of faults and <scp>non‐Gaussian</scp> noises (Q6054888) (← links)
- Can we estimate macroforecasters' mis-behavior? (Q6109933) (← links)
- Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
- An improved Tobit Kalman filter with adaptive censoring limits (Q6135531) (← links)
- Robust identification for fault detection in the presence of non-Gaussian noises: application to hydraulic servo drives (Q6166287) (← links)
- A robust score-driven filter for multivariate time series (Q6176096) (← links)