Robust Recursive Estimation in the Presence of Heavy-Tailed Observation Noise
Work
Year: 1994
Type: article
Abstract: Under the usual assumptions of normality, the recursive estimator known as the Kalman filter gives excellent results and has found an extremely broad field of application--not only for estimating the ... more
Source: The Annals of Statistics
Authors İrvin Cemi̇l Schick, Sanjoy K. Mitter
Cites: 84
Cited by: 156
Related to: 10
FWCI: 0.827
Citation percentile (by year/subfield): 95.81
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal No poverty
Open Access status: bronze