Robust Gaussian Kalman Filter With Outlier Detection.
Hongwei WangHongbin LiJun FangHeping WangPublished in: IEEE Signal Process. Lett. (2018)
Keyphrases
- kalman filter
- outlier detection
- kalman filtering
- robust tracking
- knowledge discovery
- target tracking
- detection algorithm
- fraud detection
- state estimation
- particle filter
- data streams
- object tracking
- data mining
- extended kalman filter
- detect outliers
- density estimation
- density ratio estimation
- high dimensional datasets
- state space model
- detecting outliers
- maximum likelihood
- credit card fraud detection
- spatial outliers
- distance based outlier detection
- markov random field
- particle filtering
- high dimensional data
- data analysis
- pattern recognition
- data sets