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.

Bibliographic Details
Main Author:	Souza Neto, Jose Batista de
Other Authors:	Gaver, Donald Paul
Language:	en_US
Published:	Monterey, California. Naval Postgraduate School 2014
Online Access:	http://hdl.handle.net/10945/43756

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spelling	ndltd-nps.edu-oai-calhoun.nps.edu-10945-437562015-02-11T03:55:42Z Effects of non-normal outlier-prone error distribution on Kalman filter track Souza Neto, Jose Batista de Gaver, Donald Paul Naval Postgraduate School (U.S.) Washburn, Alan R. 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. 2014-11-20T21:34:42Z 2014-11-20T21:34:42Z 1991-09 Thesis http://hdl.handle.net/10945/43756 en_US Copyright is reserved by the copyright owner. Monterey, California. Naval Postgraduate School
collection	NDLTD
language	en_US
sources	NDLTD
description	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.
author2	Gaver, Donald Paul
author_facet	Gaver, Donald Paul Souza Neto, Jose Batista de
author	Souza Neto, Jose Batista de
spellingShingle	Souza Neto, Jose Batista de Effects of non-normal outlier-prone error distribution on Kalman filter track
author_sort	Souza Neto, Jose Batista de
title	Effects of non-normal outlier-prone error distribution on Kalman filter track
title_short	Effects of non-normal outlier-prone error distribution on Kalman filter track
title_full	Effects of non-normal outlier-prone error distribution on Kalman filter track
title_fullStr	Effects of non-normal outlier-prone error distribution on Kalman filter track
title_full_unstemmed	Effects of non-normal outlier-prone error distribution on Kalman filter track
title_sort	effects of non-normal outlier-prone error distribution on kalman filter track
publisher	Monterey, California. Naval Postgraduate School
publishDate	2014
url	http://hdl.handle.net/10945/43756
work_keys_str_mv	AT souzanetojosebatistade effectsofnonnormaloutlierproneerrordistributiononkalmanfiltertrack
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Effects of non-normal outlier-prone error distribution on Kalman filter track

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