TY - ADVS

T1 - RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering

AU - Fisch, Alex

AU - Grose, Daniel

AU - Eckley, Idris

AU - Fearnhead, Paul

AU - Bardwell, Lawrence

PY - 2020

Y1 - 2020

N2 - Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) and Agamennoni et al. (2018) , the innovative outlier robust filter of Ruckdeschel et al. (2014) , as well as the innovative and additive outlier robust filter of Fisch et al. (2020) .

AB - Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) and Agamennoni et al. (2018) , the innovative outlier robust filter of Ruckdeschel et al. (2014) , as well as the innovative and additive outlier robust filter of Fisch et al. (2020) .

M3 - Software

ER -