Robust locally optimal filters: Kalman and Bayesian estimation theory

DOI10.1016/0020-0255(96)00022-9zbMATH Open0884.93052OpenAlexW1993149094MaRDI QIDQ1373380FDOQ1373380

Authors: Mehmet Ertuğrul Çelebi, Ludwik Kurz 

Publication date: 17 December 1997

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(96)00022-9

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zbMATH Keywords

robustnessKalman filteringpiecewise linear approximationMonte Carlo simulationsMAP iterative proceduresnon-Gaussian observation noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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Cited In (2)

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