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 $=$ Regression
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