scholarly journals A data-cleaning augmented Kalman filter for robust estimation of state space models

2018 ◽  
Vol 5 ◽  
pp. 107-123 ◽  
Author(s):  
Martyna Marczak ◽  
Tommaso Proietti ◽  
Stefano Grassi
Keyword(s):  
Kalman Filter ◽  
State Space ◽  
Robust Estimation ◽  
Data Cleaning ◽  
State Space Models

State-Space Models and the Kalman Filter

2019 ◽  
pp. 253-266
Author(s):  
Chris Chatfield ◽  
Haipeng Xing
Keyword(s):  
Kalman Filter ◽  
State Space ◽  
State Space Models

scholarly journals Robust estimation for discrete‐time state space models

2020 ◽  
Author(s):  
William H. Aeberhard ◽  
Eva Cantoni ◽  
Chris Field ◽  
Hans R. Künsch ◽  
Joanna Mills Flemming ◽  
...  
Keyword(s):  
State Space ◽  
Robust Estimation ◽  
Discrete Time ◽  
State Space Models
Sign in / Sign up

Export Citation Format

Share Document