Robust Kalman Filtering
1
State-Space Models and Outliers
2
Classical Method: Kalman Filter
3
Robustifying Least Squares: the rLS filter
4
Robustified Regression: the rIC filter
5
Excursion: Generating Multivariate Robust Influence Curves for Normal Scores
1
Definition of IC
2
General Algorithm
3
Polar Representation and Explicite Calculations
4
Integrating along the Directions
5
Short Description of the Auxiliary Routines Used
Bibliography
TUTORIALS