Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator
Publication:3020158
DOI10.1002/asjc.352zbMath1219.93126OpenAlexW2023820739MaRDI QIDQ3020158
Publication date: 3 August 2011
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.352
outliersstate space modelsrandom search algorithmminimum covariance determinanterrors-in-variables modelKalman filter and smoothersub-sampling method
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
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Cites Work
- Linear dynamic filtering with noisy input and output
- Small sample corrections for LTS and MCD
- Track fitting with non-Gaussian noise
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- Robust bayesian estimation for the linear model and robustifying the Kalman filter
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