Optimal collapsing of mixture distributions in robust recursive estimation

DOI10.1080/03610928908829936zbMath0696.62169OpenAlexW1982259085MaRDI QIDQ3473158

Irwin Guttman, Daniel Peña

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829936

zbMATH Keywords

Kullback-Leibler distancerobust Kalman filteringspurious observationsposterior and predictive distributionsmixture noise distributions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (6)

Robust recursive estimation for correlated observations ⋮ Kalman filter with a non-linear non-Gaussian observation relation ⋮ Dynamic credibility with outliers and missing observations ⋮ Handling spuriosity in the Kalman filter ⋮ Unnamed Item ⋮ Track fitting with non-Gaussian noise

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• Care and Handling of Univariate or Multivariate Outliners in Detecting Spuriosity: A Bayesian Approach

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