Innovative And Additive Outlier Robust Kalman Filtering With A Robust Particle Filter
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DOI: 10.1109/tsp.2021.3125136
Abstract: In this paper, we propose CE-BASS, a particle mixture Kalman filter which is robust to both innovative and additive outliers, and able to fully capture multi-modality in the distribution of the hidden state. Furthermore, the… read more here.
Keywords: outlier robust; innovative additive; particle; robust kalman ... See more keywords