Robust estimation of linear state space models
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Cites work
- Adaptively robust filtering for kinematic geodetic positioning.
- Dynamic Linear Models with R
- Filtering With Heavy Tails
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Introduction to Time Series and Forecasting
- Kalman filter with outliers and missing observations
- Kalman state filtering based least squares iterative parameter estimation for observer canonical state space systems using decomposition
- Recursive maximum likelihood identification method for a multivariable controlled autoregressive moving average system
- Robust bayesian estimation for the linear model and robustifying the Kalman filter
- Robust estimation for ARMA models
- Robust Kalman Filter Based on a Generalized Maximum-Likelihood-Type Estimator
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers
- The maximum likelihood least squares based iterative estimation algorithm for bilinear systems with autoregressive moving average noise
- Time series analysis by state space methods.
Cited in
(6)- Linear estimation of continuous-discrete linear state space models with multiplicative noise
- Competitive Robust Estimation for Uncertain Linear Dynamic Models
- Robust estimation for discrete‐time state space models
- Parameter estimation for a multi-input multi-output state-space system with unmeasurable states through the data filtering technique
- Modeling extreme events in time series and their impact on seasonal adjustment in the post-Covid-19 era
- Outlier detection in state-space models using mean-shift penalisation
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