• DocumentCode
    2684865
  • Title

    A robust limited memory recursive filter

  • Author

    Grishin, Yuri P.

  • Author_Institution
    Dept. of Electr. Eng., Tech. Univ. Bialystok, Poland
  • Volume
    2
  • fYear
    1996
  • fDate
    2-5 Sept. 1996
  • Firstpage
    1087
  • Abstract
    New robust limited memory recursive filter have been developed for situations when input observations contain outliers. The model of the outliers is supposed to be described by the Gaussian-Markov sequences. On the basis of this model an optimal procedure of outliers rejection is obtained. The results of a numerical simulation are presented.
  • Keywords
    Gaussian processes; Markov processes; filtering theory; identification; recursive filters; Gaussian-Markov sequences; outliers rejection; robust limited memory recursive filter;
  • fLanguage
    English
  • Publisher
    iet
  • Conference_Titel
    Control '96, UKACC International Conference on (Conf. Publ. No. 427)
  • ISSN
    0537-9989
  • Print_ISBN
    0-85296-668-7
  • Type

    conf

  • DOI
    10.1049/cp:19960704
  • Filename
    656186
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2684865