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

TUTORIALS