Optimal collapsing of mixture distributions in robust recursive estimation
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Publication:3473158
DOI10.1080/03610928908829936zbMath0696.62169MaRDI QIDQ3473158
Publication date: 1989
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908829936
Kullback-Leibler distance; robust Kalman filtering; spurious observations; posterior and predictive distributions; mixture noise distributions
62C10: Bayesian problems; characterization of Bayes procedures
62F35: Robustness and adaptive procedures (parametric inference)
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Handling spuriosity in the Kalman filter, Track fitting with non-Gaussian noise, Robust recursive estimation for correlated observations, Dynamic credibility with outliers and missing observations, Unnamed Item, Kalman filter with a non-linear non-Gaussian observation relation
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