Approximate non-Gaussian filtering with linear state and observation relations

Cited in

(40)

The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions
Parameter estimation of autoregressive models using the iteratively robust filtered fast-\(\tau\) method
Optimal collapsing of mixture distributions in robust recursive estimation
A characterization of Bayesian robustness for a normal location parameter
Adaptive Kalman filtering with multivariate generalized Laplace system noise
Robust estimation iin time series: an approximation to the gaussian sum filter
A robust score-driven filter for multivariate time series
Kalman filter with a non-linear non-Gaussian observation relation
On improving sensitivity of the Kalman filter.
State and parameter joint estimation of linear stochastic systems in presence of faults and <scp>non‐Gaussian</scp> noises
Robust locally optimal filters: Kalman and Bayesian estimation theory
Linear and non-linear filters for linear, but not gaussian processes†
On the optimal control of stochastic linear systems with contaminated partial observations
An adaptive robustizing approach to Kalman filtering
Robust estimation of (partial) autocorrelation
Robust exponential smoothing of multivariate time series
Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
Robust Kalman filter for linear discrete-time system with gaussian sum noises
The Kalman-Bucy method of optimal filtering and its generalizations
Bayesian \(l_0\)-regularized least squares
Prediction risk for the horseshoe regression
Methods for recursive robust estimation of AR parameters
On robust Kalman filtering
Robust ε-contaminated gaussian filtering of discrete-time linear systems
scientific article; zbMATH DE number 4064318 (Why is no real title available?)
scientific article; zbMATH DE number 61455 (Why is no real title available?)
On practical implementation of robust kalman filtering
RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
Quadratic estimation for discrete time-varying non-Gaussian systems with multiplicative noises and quantization effects
Dynamic spatial Bayesian models for radioactivity deposition
Robust and adaptive algorithms for online portfolio selection
Robust estimation for ARMA models
A semi-definite programming approach for robust tracking
Kalman filter with outliers and missing observations
Detection and estimation for abruptly changing systems
Robust estimates for arch processes
Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise
High-order filters for estimation in non-Gaussian noise
Distributed estimation for multi‐agent systems with relative measurements and quantized communication: A feedback quadratic framework
Bellman filtering and smoothing for state-space models

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