scientific article; zbMATH DE number 502963
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Publication:4279300
zbMath0790.62089MaRDI QIDQ4279300
Publication date: 28 June 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
time seriesKalman filteringrobust filteringtime-seriesdata outliersscalar systemsdiscrete- time causal filteringHuber's epsilon- contamination modelleast favourable contaminating densitysequential minimax gameunbounded conditional variance
Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12)
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