Robust Kalman filter based on a generalized maximum-likelihood-type estimator.

Mital A. Gandhi Lamine Mili

Published in: IEEE Trans. Signal Process. (2010)

Keyphrases

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