Robust Kalman filter and smoother for errors-in-variables model with observation outliers based on Least-Trimmed-Squares
In this paper, we propose a robust Kalman filter and smoother for the errors-in-variables (EIV) state space model subject to observation noise with outliers. We introduce the EIV problem with outliers and then we present the Least-Trimmed-Squares (LTS) estimator which is highly robust estimator to d...
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| Format: | article |
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2020
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| Online Access: | https://eprints.kfupm.edu.sa/id/eprint/1460/1/d3_s13_p4_1569048499.pdf |
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