Robust recursive estimation in the presence of heavy-tailed observation noise (Q1339708)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust recursive estimation in the presence of heavy-tailed observation noise |
scientific article |
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Robust recursive estimation in the presence of heavy-tailed observation noise (English)
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29 June 1995
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time series
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conditional mean estimation
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asymptotic expansion
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epsilon- contaminated normal distribution
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robustness
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recursive estimator
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outliers
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first-order approximation
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discrete-time stochastic linear dynamic systems
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conditional prior
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Kalman filter
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optimal smoothers
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