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Robust Kalman filter based on a generalized maximum-likelihood-type estimator.
Mital A. Gandhi
Lamine Mili
Published in:
IEEE Trans. Signal Process. (2010)
Keyphrases
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maximum likelihood
parameter estimation
expectation maximization
maximum a posteriori
likelihood function
em algorithm
least squares
noise reduction
additive noise
denoising
mixture model
computationally efficient
gaussian mixture model
robust estimation
maximum likelihood estimator