Effects of non-normal outlier-prone error distribution on Kalman filter track
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Author
Souza Neto, Jose Batista de
Date
1991-09Advisor
Gaver, Donald Paul
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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.