Robust fixed-lag smoother for linear systems including outliers in the system and observation noises (Q3804592)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust fixed-lag smoother for linear systems including outliers in the system and observation noises |
scientific article |
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Robust fixed-lag smoother for linear systems including outliers in the system and observation noises (English)
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1988
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robust fixed-lag smoother
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linear discrete-time systems
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outliers
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robust Kalman filter
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M-estimate
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Monte Carlo simulations
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