Robust fixed-lag smoother for linear systems including outliers in the system and observation noises

DOI10.1080/00207728808964116zbMath0656.93078OpenAlexW2109561549MaRDI QIDQ3804592

Tohru Katayama, M. Tanaka

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808964116

zbMATH Keywords

outliersMonte Carlo simulationslinear discrete-time systemsM-estimaterobust Kalman filterrobust fixed-lag smoother

Mathematics Subject Classification ID

Related Items (1)

Control of pendulum tracking (including swinging up) of IPC system using zeroing-gradient method

Cites Work

• Factorization methods for discrete sequential estimation
• Robust Kalman filter for linear discrete-time system with gaussian sum noises
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• White-noise estimators for seismic data processing in oil exploration
• Robust Estimation of a Location Parameter

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