scientific article; zbMATH DE number 4176294

zbMATH Open0714.62093MaRDI QIDQ3200435FDOQ3200435

Irwin Guttman, Daniel Peña

Publication date: 1988

Title of this publication is not available (Why is that?)

zbMATH Keywords

outliersKalman filterBayesian forecastingrobust proceduresautoregressive time series estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (7)

• On robust Kalman filtering
• Bayesian estimation and the Kalman filter
• Approaches for the robustification of Kalman filters
• The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions
• Outlier detection in the state space model
• Bayesian Kalman filtering with elliptically contoured errors
• Unified forms for Kalman and finite impulse response filtering and smoothing

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