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Volumn 22, Issue 3, 1977, Pages 361-371

Robust Bayesian Estimation for the Linear Model and Robustifying the Kalman Filter

Author keywords

[No Author keywords available]

Indexed keywords

SIGNAL FILTERING AND PREDICTION - KALMAN FILTERING;

EID: 0017504488     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1977.1101538     Document Type: Article
Times cited : (287)

References (16)
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  • 3
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    • Chu, K.1
  • 4
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    • The influence function and its role in estimation
    • F. R. Hampel, “The influence function and its role in estimation,” J. Amer. Statist. Ass., 1974.
    • (1974) J. Amer. Statist. Ass.
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  • 5
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    • Robust estimation of a location parameter
    • P. J.Huber, “Robust estimation of a location parameter,” Ann. Math. Statist., vol. 35, 1964.
    • (1964) Ann. Math. Statist. , vol.35
    • Huber, P.J.1
  • 6
    • 84939340692 scopus 로고
    • Robust estimation
    • —, “Robust estimation,” Mat. Centre Tracts, vol. 27, 1968.
    • (1968) Mat. Centre Tracts , vol.27
  • 7
    • 84939366375 scopus 로고
    • The 1972 Wald lecture —Robust statistics: A review
    • —, “The 1972 Wald lecture —Robust statistics: A review,” Ann. Math. Statist., vol. 43, 1972.
    • (1972) Ann. Math. Statist. , vol.43
  • 8
    • 85024429815 scopus 로고
    • A new approach to linear filtering and prediction theory
    • ser. D
    • R. E. Kalman, “A new approach to linear filtering and prediction theory.” Trans. ASME (J. Basic Eng.) ser. D. vol. 82, 1960.
    • (1960) Trans. ASME (J. Basic Eng.) , vol.82
    • Kalman, R.E.1
  • 10
    • 0015400364 scopus 로고
    • Robust estimation of signal amplitude
    • Sept.
    • R. D. Martin, “Robust estimation of signal amplitude,” IEEE Trans. Injorm. Theory, vol. IT-18, Sept. 1972.
    • (1972) IEEE Trans. Injorm. Theory , vol.IT-18
    • Martin, R.D.1
  • 11
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    • Robust estimation via stochastic approximation
    • May
    • R. D. Martin and C. J. Masreliez, “Robust estimation via stochastic approximation,” IEEE Trans. Inform. Theory, vol. IT-21, Mav 1975.
    • (1975) IEEE Trans. Inform. Theory , vol.IT-21
    • Martin, R.D.1    Masreliez, C.J.2
  • 12
    • 0016473357 scopus 로고
    • Approximate non-Gaussian filtering with linear state and observation relations
    • Feb.
    • C. J. Masreliez, “Approximate non-Gaussian filtering with linear state and observation relations,” IEEE Trans. Automat. Contr., vol. AC-20, Feb. 1975.
    • (1975) IEEE Trans. Automat. Contr. , vol.AC-20
    • Masreliez, C.J.1
  • 13
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    • Robust Bayesian estimation for the linear model and robustizing the Kalman filter
    • Rep. 175, Apr.
    • C. J. Masreliez and R. D. Martin, “Robust Bayesian estimation for the linear model and robustizing the Kalman filter,” Dep. Elec. Eng., Univ. Washington, Seattle, Tech. Rep. 175, Apr. 1974.
    • (1974) Dep. Elec. Eng., Univ. Washington, Seattle, Tech
    • Masreliez, C.J.1    Martin, R.D.2
  • 14
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    • A non-Gaussian turbulence simulation
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  • 15
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.