Robust estimation based on the least absolute deviations method and the Kalman filter

DOI10.1134/S0005117920110041zbMath1457.93077OpenAlexW3112358059MaRDI QIDQ2229528

Yanyan Li

Publication date: 18 February 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117920110041

zbMATH Keywords

navigationadaptive filteringKalman filterfault tolerancerobust filteringnon-Gaussian noise\(L_1\)-optimizationleast absolute deviations method

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05)

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