XploRe  
   

  Robust Kalman Filtering

1 State-Space Models and Outliers

2 Classical Method: Kalman Filter
1 Features of the Classical Kalman Filter
2 Optimality of the 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