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
1
Filtering Problem as a Regression Problem
2
Robust Regression Estimates
3
Variants: Separate Clipping
4
Criterion for the Choice of b
5
Examples
6
Possible Extensions
5
Excursion: Generating Multivariate Robust Influence Curves for Normal Scores
Bibliography
TUTORIALS