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Volumn 4701 LNAI, Issue , 2007, Pages 748-756

Learning an outlier-robust Kalman filter

Author keywords

[No Author keywords available]

Indexed keywords

LEARNING SYSTEMS; PARAMETER ESTIMATION; ROBUST CONTROL;

EID: 38149046532     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-74958-5_76     Document Type: Conference Paper
Times cited : (53)

References (20)
  • 4
    • 13544258953 scopus 로고
    • The Kalman filter: A robust estimator for some classes of linear quadratic problems
    • Morris, J.M.: The Kalman filter: A robust estimator for some classes of linear quadratic problems. IEEE Transactions on Information Theory 22, 526-534 (1976)
    • (1976) IEEE Transactions on Information Theory , vol.22 , pp. 526-534
    • Morris, J.M.1
  • 5
    • 0002182927 scopus 로고
    • A survey of sampling from contaminated distributions
    • Olkin, I, ed, Stanford University Press
    • Tukey, J.W.: A survey of sampling from contaminated distributions. In: Olkin, I. (ed.) Contributions to Probability and Statistics, pp. 448-485. Stanford University Press (1960)
    • (1960) Contributions to Probability and Statistics , pp. 448-485
    • Tukey, J.W.1
  • 6
    • 0003157339 scopus 로고
    • Robust estimation of a location parameter
    • Huber, P.J.: Robust estimation of a location parameter. Annals of Mathematical Statistics 35, 73-101 (1964)
    • (1964) Annals of Mathematical Statistics , vol.35 , pp. 73-101
    • Huber, P.J.1
  • 9
    • 0016473357 scopus 로고
    • Approximate non-Gaussian filtering with linear state and observation relations
    • Masreliez, C.: Approximate non-Gaussian filtering with linear state and observation relations. IEEE Transactions on Automatic Control 20, 107-110 (1975)
    • (1975) IEEE Transactions on Automatic Control , vol.20 , pp. 107-110
    • Masreliez, C.1
  • 10
    • 0003789099 scopus 로고    scopus 로고
    • Smoothness priors analysis of time series
    • Springer, Heidelberg
    • Kitagawa, G., Gersch, W.: Smoothness priors analysis of time series. In: Lecture Notes in Statistics, Springer, Heidelberg (1996)
    • (1996) Lecture Notes in Statistics
    • Kitagawa, G.1    Gersch, W.2
  • 12
    • 38149063057 scopus 로고    scopus 로고
    • A new robust Kalman filter algorithm under outliers and system uncertainties
    • IEEE Computer Society Press, Los Alamitos
    • Chan, S.C., Zhang, Z.G., Tse, K.W.: A new robust Kalman filter algorithm under outliers and system uncertainties. In: IEEE International Symposium on Circuits and Systems, pp. 4317-4320. IEEE Computer Society Press, Los Alamitos (2005)
    • (2005) IEEE International Symposium on Circuits and Systems , pp. 4317-4320
    • Chan, S.C.1    Zhang, Z.G.2    Tse, K.W.3
  • 13
    • 0016990568 scopus 로고
    • Adaptive sequential estimation with unknown noise statistics
    • Myers, K.A., Tapley, B.D.: Adaptive sequential estimation with unknown noise statistics. IEEE Transactions on Automatic Control 21, 520-523 (1976)
    • (1976) IEEE Transactions on Automatic Control , vol.21 , pp. 520-523
    • Myers, K.A.1    Tapley, B.D.2
  • 18
    • 0002788893 scopus 로고    scopus 로고
    • A view of the EM algorithm that justifies incremental, sparse, and other variants
    • Jordan, M.I, ed, MIT Press, Cambridge
    • Neal, R.M., Hinton, G.E.: A view of the EM algorithm that justifies incremental, sparse, and other variants. In: Jordan, M.I. (ed.) Learning in Graphical Models, pp. 355-368. MIT Press, Cambridge (1999)
    • (1999) Learning in Graphical Models , pp. 355-368
    • Neal, R.M.1    Hinton, G.E.2
  • 19
    • 0003215719 scopus 로고
    • Stochastic models, estimation, and control
    • Academic Press, London
    • Maybeck, P.S.: Stochastic models, estimation, and control. Mathematics in Science and Engineering, vol. 141. Academic Press, London (1979)
    • (1979) Mathematics in Science and Engineering , vol.141
    • Maybeck, P.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.