Efficient Robust Parameter Identification in Generalized Kalman Smoothing Models

DOI10.1109/TAC.2020.3042438MaRDI QIDQ5036239zbMATH OpenOpenAlexFDO

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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