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