Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (Q3020158)

From MaRDI portal
scientific article
Language Label Description Also known as
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

    Statements

    Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator (English)
    0 references
    0 references
    0 references
    3 August 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    errors-in-variables model
    0 references
    state space models
    0 references
    minimum covariance determinant
    0 references
    Kalman filter and smoother
    0 references
    outliers
    0 references
    random search algorithm
    0 references
    sub-sampling method
    0 references
    0 references