Robust Variational-Based Kalman Filter for Outlier Rejection With Correlated Measurements

DOI10.1109/TSP.2020.3042944MaRDI QIDQ5103294zbMATH OpenFDO

Authors Haoqing Li, Daniel Medina, Jordi Vilà-Valls, Pau Closas

Publication date 23 September 2022

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(5)

• Maximum correntropy criterion variational Bayesian adaptive Kalman filter based on strong tracking with unknown noise covariances
• A novel robust MM filter against outliers
• State estimation and control for networked control systems in the presence of correlated packet drops
• scientific article; zbMATH DE number 1036036 (Why is no real title available?)
• Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data

This page was built for publication: Robust Variational-Based Kalman Filter for Outlier Rejection With Correlated Measurements

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5103294)