Robust estimation with unknown noise statistics
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Publication:4506821
DOI10.1109/9.769393zbMath0955.93051OpenAlexW2109455849MaRDI QIDQ4506821
Željko M. Đurović, Branko D. Kovačevic
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.769393
adaptive filteringKalman filter\(M\)-estimationrobust estimationleast squares regressionnon-Gaussian noise
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)
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