18 Robust Kalman Filtering
18.1 State-Space Models and Outliers
18.2 Classical Method: Kalman Filter
18.3 The rLS filter
18.3.1 Derivation
18.3.2 Calibration
18.3.3 Examples
18.3.4 Possible Extensions
18.4 The rIC filter
18.5 Generating Influence Curves
Bibliography