On improving sensitivity of the Kalman filter.
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- Kalman filter with a non-linear non-Gaussian observation relation
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- Nonlinear and non-gaussian state estimation: A quasi-optimal estimator
- ON-LINE VARIANCE ESTIMATION FOR THE STEADY STATE BAYESIAN FORECASTING MODEL
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- State space and hidden Markov models
- Stochastic processes and filtering theory
- Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
Cited in
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