Robust Bayesian inference for moving horizon estimation

DOI10.1016/J.AUTOMATICA.2024.112108MaRDI QIDQ7027325zbMATH OpenFDO

Authors Wenhan Cao, Zhiqian Lan, Wei Pan, A. Alessandri, Chang Liu

Publication date 14 February 2025

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2024.112108

zbMATH Keywords

moving horizon estimationrobust Bayesian inferencemeasurement outliers

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Estimation and detection in stochastic control theory (93E10)

Cites work

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• Robust Stability of Moving Horizon Estimation Under Bounded Disturbances
• Robust stability of full information estimation
• Robustness of estimators for directional data
• The Influence Curve and Its Role in Robust Estimation

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