Handling spuriosity in the Kalman filter

DOI10.1016/0167-7152(93)90129-7MaRDI QIDQ1209702zbMATH OpenOpenAlexFDO

Authors Dennis K. J. Lin, Irwin Guttman

Publication date 16 May 1993

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90129-7

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites work

• scientific article; zbMATH DE number 3545060 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• A Bayesian approach to some outlier problems
• Bayesian analysis of some outlier problems in time series
• Handling spuriosity in the Kalman filter
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Optimal collapsing of mixture distributions in robust recursive estimation
• Optimization of stochastic systems. Topics in discrete-time systems

Cited in

(2)

• Robust recursive estimation for correlated observations
• Handling spuriosity in the Kalman filter

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