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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

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


folder TUTORIALS