An $\ell _{1}$-Laplace Robust Kalman Smoother

DOI10.1109/TAC.2011.2141430zbMath1368.93755MaRDI QIDQ5347922

James V. Burke, Bradley M. Bell, Gianluigi Pillonetto, Aleksandr Y. Aravkin

Publication date: 25 August 2017

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

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Interior-point methods (90C51) Data smoothing in stochastic control theory (93E14)

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