18 | Robust Kalman Filtering |
18.1 | State-Space Models and Outliers |
18.2 | Classical Method: Kalman Filter |
18.3 | The rLS filter |
18.3.1 | Derivation |
18.3.2 | Calibration |
18.3.3 | Examples |
18.3.4 | Possible Extensions |
18.4 | The rIC filter |
18.5 | Generating Influence Curves |
Bibliography |