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  Robust Kalman Filtering

1 State-Space Models and Outliers

2 Classical Method: Kalman Filter

3 Robustifying Least Squares: the rLS filter
1 Derivation
2 Calibration
3 Examples
4 Possible Extensions

4 Robustified Regression: the rIC filter

5 Excursion: Generating Multivariate Robust Influence Curves for Normal Scores

  Bibliography


folder TUTORIALS