Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator
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Publication:3020158
DOI10.1002/asjc.352zbMath1219.93126MaRDI QIDQ3020158
Publication date: 3 August 2011
Published in: Asian Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asjc.352
outliers; state space models; random search algorithm; minimum covariance determinant; errors-in-variables model; Kalman filter and smoother; sub-sampling method
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
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