no code implementations • 25 Mar 2024 • Pengcheng Hao, Oktay Karakus, Alin Achim
Driven by the filtering challenges in linear systems disturbed by non-Gaussian heavy-tailed noise, the robust Kalman filters (RKFs) leveraging diverse heavy-tailed distributions have been introduced.
1 code implementation • 13 May 2023 • Pengcheng Hao, Oktay Karakuş, Alin Achim
Motivated by filtering tasks under a linear system with non-Gaussian heavy-tailed noise, various robust Kalman filters (RKFs) based on different heavy-tailed distributions have been proposed.