Efficient Robust Parameter Identification in Generalized Kalman Smoothing Models

DOI10.1109/TAC.2020.3042438OpenAlexW3110604592MaRDI QIDQ5036239FDOQ5036239

Authors: Jonathan Jonker, Peng Zheng, Aleksandr Y. Aravkin 

Publication date: 23 February 2022

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.13674

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited In (2)

• Robust and Trend-Following Student's t Kalman Smoothers
• An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models

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