An extension of the SRIF Kalman filter

DOI10.1109/TAC.1987.1104537zbMath0606.93065OpenAlexW1980780072MaRDI QIDQ3745753

Bradley W. Dickinson, Charles G. Jun. Boncelet

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1987.1104537

zbMATH Keywords

Kalman filtersquare root information filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14) Analysis of variance and covariance (ANOVA) (62J10)

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Robust Kalman tracking and smoothing with propagating and non-propagating outliers

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