scientific article; zbMATH DE number 61455

MaRDI QIDQ4009544zbMATH OpenFDO

Authors Tomáš Cipra, Rosario Romera

Publication date 27 September 1992

Full work available at URL https://eudml.org/doc/27447, http://www.kybernetika.cz/content/1991/6/481

zbMATH Keywords

approximative recursive formulasAR(1) modelautoregressive parameterexact recursive formulasrobust estimationrobustification of Kalman filtersimulation studysteady modelstrong consistencytime series analysis

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and prediction (62M20)

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Cites work

• Adaptive estimation algorithms (convergence, optimality, stability)
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• Optimal collapsing of mixture distributions in robust recursive estimation
• Recursive computation of M-estimates for the parameters of a finite autoregressive process
• Recursive estimation in the presence of uniformly distributed measurement noise
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Robust Kalman filter in discrete time
• Robust Statistics

Cited in

(15)

• Robust Kalman tracking and smoothing with propagating and non-propagating outliers
• Asymmetric recursive methods for time series
• On the optimal control of stochastic linear systems with contaminated partial observations
• Kalman filter with outliers and missing observations
• Robust recursive estimation for correlated observations
• Dynamic credibility with outliers and missing observations
• Narrow big data in a stream: computational limitations and regression
• Exponential smoothing for time series with outliers
• scientific article; zbMATH DE number 4022433 (Why is no real title available?)
• Robust recursive estimation in nonlinear time series
• Kalman filter with a non-linear non-Gaussian observation relation
• scientific article; zbMATH DE number 513088 (Why is no real title available?)
• scientific article; zbMATH DE number 1984165 (Why is no real title available?)
• Robust estimation iin time series: an approximation to the gaussian sum filter
• scientific article; zbMATH DE number 2234518 (Why is no real title available?)

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