Robust Kalman Filter Based on a Generalized Maximum-Likelihood-Type Estimator

DOI10.1109/TSP.2009.2039731zbMath1392.94216OpenAlexW2166787100MaRDI QIDQ4570236

Mital A. Gandhi, Lamine Mili

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2009.2039731

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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