Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (Q3020158)
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scientific article; zbMATH DE number 5935514
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| English | Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator |
scientific article; zbMATH DE number 5935514 |
Statements
Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (English)
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3 August 2011
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errors-in-variables model
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state space models
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minimum covariance determinant
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Kalman filter and smoother
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outliers
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random search algorithm
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sub-sampling method
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0.8844534754753113
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0.8157061338424683
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0.815594494342804
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0.8155943155288696
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0.8063349723815918
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