Robust Kalman tracking and smoothing with propagating and non-propagating outliers
type: Item
instance of: scholarly article
publication date: 2012-04-16T00:00:00Z
publication date: 2014-04-01T00:00:00Z
arXiv ID: 1204.3358
arXiv classification: math.ST
arXiv classification: stat.AP
arXiv classification: stat.TH
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 62F35
author: Peter Ruckdeschel
author: Bernhard Spangl
author: Daria Pupashenko
author: P. Ruckdeschel
MaRDI profile type: Publication
title: Robust Kalman tracking and smoothing with propagating and non-propagating outliers
zbMATH Open document ID: 1284.93234
published in: Statistical Papers
full work available at URL: https://arxiv.org/abs/1204.3358
zbMATH DE Number: 6276367
zbMATH Keywords: Kalman filtering
zbMATH Keywords: propagating outliers
zbMATH Keywords: robustness
zbMATH Keywords: extended Kalman filter
zbMATH Keywords: Kalman smoother
describes a project that uses: CRAN
describes a project that uses: R
describes a project that uses: mvtnorm
describes a project that uses: robfilter
describes a project that uses: MASS (R)
describes a project that uses: S-PLUS
OpenAlex ID: W3104355006
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DOI: 10.48550/ARXIV.1204.3358
DOI: 10.1007/S00362-012-0496-4
description: scientific article; zbMATH DE number 6276367