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 |
18.5 | Generating Influence Curves |
18.5.1 | Definition of IC |
18.5.2 | General Algorithm |
18.5.3 | Explicite Calculations |
18.5.4 | Integrating along the Directions |
18.5.5 | Auxiliary routines |
Bibliography |