Optimal collapsing of mixture distributions in robust recursive estimation

DOI10.1080/03610928908829936zbMath0696.62169MaRDI QIDQ3473158

Irwin Guttman, Daniel Peña

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829936

zbMATH Keywords

Kullback-Leibler distance; robust Kalman filtering; spurious observations; posterior and predictive distributions; mixture noise distributions

Mathematics Subject Classification ID

62C10: Bayesian problems; characterization of Bayes procedures

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Handling spuriosity in the Kalman filter, Track fitting with non-Gaussian noise, Robust recursive estimation for correlated observations, Dynamic credibility with outliers and missing observations, Unnamed Item, Kalman filter with a non-linear non-Gaussian observation relation

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