Effects of non-normal outlier-prone error distribution on Kalman filter track
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Authors
Souza Neto, Jose Batista de
Subjects
Kalman Filter
Advisors
Gaver, Donald Paul
Date of Issue
1991-09
Date
September 1991
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
This report is about the effects of non-normality on the efficiency of the Kalman filter, particularly when the distribution of measurement errors is still symmetric but the tails are extended, which means that the observations are outlier-prone. Kalman Filter.
Type
Thesis
Description
Series/Report No
Department
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
62 p.;28 cm.
Citation
Distribution Statement
Rights
Copyright is reserved by the copyright owner.