On practical implementation of robust kalman filtering
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Cites work
- Approximate non-Gaussian filtering with linear state and observation relations
- Estimation, control, and the discrete Kalman filter
- scientific article; zbMATH DE number 53193 (Why is no real title available?)
- scientific article; zbMATH DE number 3347994 (Why is no real title available?)
- Numerical aspects of different Kalman filter implementations
- Recursive estimation in the presence of uniformly distributed measurement noise
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- Robust Estimation of a Location Parameter
- Robust Statistics
- Square-root algorithms for least-squares estimation
- Stochastic processes and filtering theory
- The Kalman filter: A robust estimator for some classes of linear quadratic problems
Cited in
(8)- On the optimal control of stochastic linear systems with contaminated partial observations
- Kalman filter with outliers and missing observations
- Dynamic credibility with outliers and missing observations
- Robust forecasting with exponential and Holt-Winters smoothing
- Exponential smoothing based on L-estimation.
- Robust recursive estimation in nonlinear time series
- An Adaptive Extended Kalman Filter with Application to Compartment Models
- Computational aspects of robust Holt-Winters smoothing based on M-estimation.
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