Robust Kalman Filters Using Generalized Maximum Likelihood-Type Estimators
Estimation methods such as the Kalman filter identify best state estimates based on certain optimality criteria using a model of the system and the observations. A common assumption underlying the estimation is that the noise is Gaussian. In practical systems though, one quite frequently encounters...
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/29902 http://scholar.lib.vt.edu/theses/available/etd-12032009-133125/ |