Approximate Kalman filtering by both M-robustified dynamic stochastic approximation and statistical linearization methods
Abstract The problem of designing a robustified Kalman filtering technique, insensitive to spiky observations, or outliers, contaminating the Gaussian observations has been presented in the paper. Firstly, a class of M-robustified dynamic stochastic approximation algorithms is derived by minimizing...
| Main Authors: | , , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
SpringerOpen
2023-06-01
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| 叢編: | EURASIP Journal on Advances in Signal Processing |
| 主題: | |
| 在線閱讀: | https://doi.org/10.1186/s13634-023-01030-1 |