18 | Robust Kalman Filtering |
18.1 | State-Space Models and Outliers |
18.2 | Classical Method: Kalman Filter |
18.2.1 | Features of the Classical Kalman Filter |
18.2.2 | Optimality of the Kalman Filter |
18.3 | The rLS filter |
18.4 | The rIC filter |
18.5 | Generating Influence Curves |
Bibliography |