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

TUTORIALS