An adaptive robustizing approach to Kalman filtering
From MaRDI portal
Publication:1838448
DOI10.1016/0005-1098(83)90104-8zbMath0508.93054MaRDI QIDQ1838448
Publication date: 1983
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(83)90104-8
62F35: Robustness and adaptive procedures (parametric inference)
93E11: Filtering in stochastic control theory
65C05: Monte Carlo methods
93C40: Adaptive control/observation systems
62L20: Stochastic approximation
94A17: Measures of information, entropy
Related Items
An optimal adaptive Kalman filter, Adaptive fading Kalman filter with an application, The generalized quantile array processing detector, Robust locally optimal filters: Kalman and Bayesian estimation theory, Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise, The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions, On robust Kalman filtering
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust identification
- Kalman filter for equalization of digital communications channel
- Robustized vector Robbins-Monro algorithm with applications to M-interval detection
- Recursive Bayesian estimation using Gaussian sums
- On a Class of Stochastic Approximation Processes
- Approximate non-Gaussian filtering with linear state and observation relations
- A decision theoretic approach to parameter estimation
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- Non-linear control algorithm for robot manipulators
- A Note on Huber's Robust Estimation of a Location Parameter
- Channel Equalization Using a Kalman Filter for Fast Data Transmission
- Robust Estimation of a Location Parameter
- Asymptotic Distribution of Stochastic Approximation Procedures
- The 1972 Wald Lecture Robust Statistics: A Review
- A Stochastic Approximation Method
- Adaptive filtering