Ruckdeschel, Peter; Spangl, Bernhard; Pupashenko, Daria - In: Statistical Papers 55 (2014) 1, pp. 93-123
A common situation in filtering where classical Kalman filtering does not perform particularly well is tracking in the …-robust Kalman filtering from Ruckdeschel (Ansätze zur Robustifizierung des Kalman-Filters, vol 64, <CitationRef CitationID="CR29 …">2001</CitationRef>; Optimally (distributional-)robust Kalman filtering, arXiv: 1004.3393, <CitationRef CitationID="CR30">2010a …