| Title:
|
On improving sensitivity of the Kalman filter (English) |
| Author:
|
Franěk, Petr |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
38 |
| Issue:
|
4 |
| Year:
|
2002 |
| Pages:
|
[425]-443 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The impact of additive outliers on a performance of the Kalman filter is discussed and less outlier-sensitive modification of the Kalman filter is proposed. The improved filter is then used to obtain an improved smoothing algorithm and an improved state-space model parameters estimation. (English) |
| Keyword:
|
outliers |
| Keyword:
|
smoothing algorithm |
| Keyword:
|
parameters estimation |
| MSC:
|
62M20 |
| MSC:
|
65C60 |
| MSC:
|
93B35 |
| MSC:
|
93E11 |
| idZBL:
|
Zbl 1264.62083 |
| idMR:
|
MR1937138 |
| . |
| Date available:
|
2009-09-24T19:47:25Z |
| Last updated:
|
2015-03-25 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135475 |
| . |
| Reference:
|
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| Reference:
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| . |
