XploRe  
   

  Robust Kalman Filtering

1 State-Space Models and Outliers
1 Outliers and Robustness Problems
2 Examples of AOs and IOs in XploRe
3 Problem Setup

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

  Bibliography


folder TUTORIALS