Adaptive Kalman Filtering with Multivariate Generalized Laplace System Noise

DOI10.1080/03610918.2011.568153zbMath1227.62080OpenAlexW2026173387MaRDI QIDQ3102880

Veeranun Pongsapukdee, Pairoj Khawsithiwong, Nihal Yatawara

Publication date: 25 November 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11937/28235

zbMATH Keywords

outlierssystem noise

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05)

Cites Work

• Adaptively robust filtering for kinematic geodetic positioning.
• Recursive Bayesian estimation using Gaussian sums
• Approximate non-Gaussian filtering with linear state and observation relations
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
• Approaches to adaptive filtering

This page was built for publication: Adaptive Kalman Filtering with Multivariate Generalized Laplace System Noise