Robust Kalman tracking and smoothing with propagating and non-propagating outliers
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Publication:123767
DOI10.48550/arXiv.1204.3358zbMath1284.93234arXiv1204.3358OpenAlexW3104355006MaRDI QIDQ123767
Peter Ruckdeschel, Daria Pupashenko, Bernhard Spangl, Peter Ruckdeschel, Bernhard Spangl, Daria Pupashenko
Publication date: 16 April 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.3358
Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11)
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Robust estimation of linear state space models ⋮ Output outlier robust state estimation ⋮ Robust Two-Step Wavelet-Based Inference for Time Series Models ⋮ Real Time Anomaly Detection And Categorisation ⋮ RobKF
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Cites Work
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