Contributions

  • Jacobs, Patricia A. - Contributor
  • Naval Postgraduate School (U.S.). Dept. of Operations Research - Contributor

Publication

1987 - Naval Postgraduate School, Monterey, Calif, California

Language

English

Word Count

0 words, Guess

Page Count

0 pages

Identifiers

Alternate 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

Subjects

Topics

KALMAN FILTERING

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