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[1] Anderson B. D. O, Moore J.B.: Optimal Filtering. Prentice-Hall, Englewood Cliffs, New Jersey, 1979. Zbl 0688.93058
[2] Jazwinski A. H.: Stochastic Processes and Filtering Theory. Academic Press, New York, 1970. Zbl 0203.50101
[3] Masreliez C. J.: Approximate non-Gaussian filtering with linear state and observation relations. IEEE Transactions on Automatic Control AC-20 (1975), 107-110. Zbl 0298.93018
[4] Martin R. D.: Robust estimation of time series autoregressions. in: Robustness in Statistics (R. L. Launer and G. Wilkinson, eds.), Academic Press, New York, 1979.
[5] Stockinger N., Dutter R.: Robust time series analysis: A survey. Supplement to the journal Kybernetika 23 (1987). MR 0921397 | Zbl 0652.62088
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