Effects of non-normal outlier-prone error distribution on Kalman filter track
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.
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| Language: | en_US |
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Monterey, California. Naval Postgraduate School
2014
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| Online Access: | http://hdl.handle.net/10945/43756 |
| Summary: | 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. |
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