Handling spuriosity in the Kalman filter

DOI10.1016/0167-7152(93)90129-7zbMath0850.62695OpenAlexW2052628288MaRDI QIDQ1209702

Dennis K. J. Lin, Irwin Guttman

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90129-7

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (2)

Robust recursive estimation for correlated observations ⋮ Handling spuriosity in the Kalman filter

Cites Work

• Handling spuriosity in the Kalman filter
• Optimization of stochastic systems. Topics in discrete-time systems
• Optimal collapsing of mixture distributions in robust recursive estimation
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Bayesian analysis of some outlier problems in time series
• A Bayesian approach to some outlier problems
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