Approximate non-Gaussian filtering with linear state and observation relations

Cited in

(41)

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

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