An iterative algorithm for \(l_1\)-norm approximation in dynamic estimation problems

DOI10.1134/S000511791505001XzbMath1322.93098OpenAlexW2106769192MaRDI QIDQ747224

P. A. Akimov, Alexander Matasov

Publication date: 23 October 2015

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s000511791505001x

zbMATH Keywords

state estimationdynamic systems\(l_1\)-norm approximation problemleast absolute deviation methodsmoothing Kalman filteringweighted variational quadratic approximations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Related Items

Minimax linear estimation with the probability criterion under unimodal noise and bounded parameters, Guaranteed accuracy of estimating the state vector of an unperturbed linear dynamic system

Cites Work

• Estimating errors in pins inertial sensor readings with \(l_{1}\)-approximation
• On the point for which the sum of the distances to \(n\) given points is minimum
• Levels of nonoptimality of the Weiszfeld algorithm in the least-modules method
• Doubly Robust Smoothing of Dynamical Processes via Outlier Sparsity Constraints
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