On improving sensitivity of the Kalman filter

Petr Franěk

Kybernetika (2002)

  • Volume: 38, Issue: 4, page [425]-443
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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Franěk, Petr. "On improving sensitivity of the Kalman filter." Kybernetika 38.4 (2002): [425]-443. <http://eudml.org/doc/33593>.

@article{Franěk2002,
abstract = {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.},
author = {Franěk, Petr},
journal = {Kybernetika},
keywords = {outliers; smoothing algorithm; parameters estimation; outliers; smoothing algorithm; parameters estimation},
language = {eng},
number = {4},
pages = {[425]-443},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On improving sensitivity of the Kalman filter},
url = {http://eudml.org/doc/33593},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Franěk, Petr
TI - On improving sensitivity of the Kalman filter
JO - Kybernetika
PY - 2002
PB - Institute of Information Theory and Automation AS CR
VL - 38
IS - 4
SP - [425]
EP - 443
AB - 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.
LA - eng
KW - outliers; smoothing algorithm; parameters estimation; outliers; smoothing algorithm; parameters estimation
UR - http://eudml.org/doc/33593
ER -

References

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