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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