Robustifying the Kalman filter
By: D.P. Gaver, P.A. Jacobs
Contributors: Jacobs, Patricia A.; Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1987
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Subjects: KALMAN FILTERING
Other titles: NPS-55-87-014.
Description: Kalman filters are tracking and prediction algorithms based on Gaussian measurement errors      and structural models. The Kalman filter performance may degrade if the measurement errors      come from a thicker-tailed-than Gaussian distribution. In this report non-linear procedures are      described which are based on Kalman-type models, but work with student-t measurement      errors. Keywords: Kalman filter; Student-t measurement errors; Iterative reweighting      procedure; Nonlinear filter; Biweight; Robust estimation
Notes: Title from cover.

"NPS-55-87-014."

"November 1987."

AD A189 240.

Includes bibliographical references.

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