18 | Robust Kalman Filtering |
18.1 | State-Space Models and Outliers |
18.2 | Classical Method: Kalman Filter |
18.3 | The rLS filter |
18.4 | The rIC filter |
18.4.1 |
Filtering ![]() |
18.4.2 | Robust Regression Estimates |
18.4.3 | Variants: Separate Clipping |
18.4.4 | Criterion for the Choice of b |
18.4.5 | Examples |
18.4.6 | Possible Extensions |
18.5 | Generating Influence Curves |
Bibliography |