Laplace \(\ell_1\) square-root cubature Kalman filter for non-Gaussian measurement noises

DOI10.1007/s00034-021-01936-xzbMath1509.93055OpenAlexW4211237182MaRDI QIDQ6046620

Jingjing He, Zhi-Yi Guo

Publication date: 11 May 2023

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-021-01936-x

zbMATH Keywords

robustGauss-Newtoncubature Kalman filtermajorization minimizationsquare-root filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03)

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