Robust fixed-lag smoother for linear systems including outliers in the system and observation noises (Q3804592)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Robust fixed-lag smoother for linear systems including outliers in the system and observation noises
scientific article

    Statements

    Robust fixed-lag smoother for linear systems including outliers in the system and observation noises (English)
    0 references
    0 references
    0 references
    1988
    0 references
    robust fixed-lag smoother
    0 references
    linear discrete-time systems
    0 references
    outliers
    0 references
    robust Kalman filter
    0 references
    M-estimate
    0 references
    Monte Carlo simulations
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references