On robust Kalman filtering

DOI10.1080/00207179208934328zbMATH Open0765.93074OpenAlexW2004466539WikidataQ126245629 ScholiaQ126245629MaRDI QIDQ4020174FDOQ4020174

Branko D. Kovačevic, Sonja Glavaski, Željko M. Đurović

Publication date: 16 January 1993

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179208934328

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zbMATH Keywords

Kalman filterrobust \(M\)-filtersrobust stochastic approximation algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites Work

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• Adaption and learning in automatic systems. Translated by Z. J. Nikolic
• The Kalman filter: A robust estimator for some classes of linear quadratic problems
• Statistical Robustness: One View of Its Use in Applications Today
• Numerical solution of robust regression problems: computational aspects, a comparison
• Some properties of random search
• Robustness in parameter estimation
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Cited In (27)

• James-Stein state filtering algorithms
• Title not available (Why is that?)
• Robust extended Kalman filtering
• Title not available (Why is that?)
• Robust Kalman filter for rank deficient observation models
• Title not available (Why is that?)
• Robust multiple-input matched filtering: Frequency and time-domain results
• Robust recursive estimation for correlated observations
• QQ-plot approach to robust Kalman filtering
• Optimal collapsing of mixture distributions in robust recursive estimation
• Robust and Trend-Following Student's t Kalman Smoothers
• Robustness of estimators in a finitely additive white noise model
• Title not available (Why is that?)
• Approaches for the robustification of Kalman filters
• M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
• Title not available (Why is that?)
• Elliptically contoured random variables and their application to the extension of the Kalman filter
• Robust information filter for decentralized estimation
• Title not available (Why is that?)
• A novel Student's \(t\)-based Kalman filter with colored measurement noise
• A robust Kalman-Bucy filtering problem
• A comparison of classical stochastic estimation and deterministic robust estimation
• Design of high-degree Student's \(t\)-based cubature filters
• Robustness of extended-Kalman-type observers
• Title not available (Why is that?)
• Adaptive State Variable Estimation Using Robust Smoothing
• A smooth variable structure filter for state estimation

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