Outlier-robust Kalman filters with mixture correntropy

A New Approach to Linear Filtering and Prediction Problems

R. E. Kalman · Journal of Basic Engineering · 1960 · 31K citations

Natural Sciences, Mathematics, Dynamical Systems +16

A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking

M.S. Arulampalam, Simon Maskell, Neil Gordon et al. · IEEE Transactions on Signal Processing · 2002 · 11.5K citations

Computing, Physics, Bayesian Data Analysis +14

Unscented Filtering and Nonlinear Estimation

Simon Julier, Jeffrey Uhlmann · Proceedings of the IEEE · 2004 · 6.5K citations

Computing, Data Science, Forecasting +14

Cubature Kalman Filters

Ienkaran Arasaratnam, S. Haykin · IEEE Transactions on Automatic Control · 2009 · 3.3K citations

Computing, Computational Engineering, Bayesian Data Analysis +11

Correntropy: Properties and Applications in Non-Gaussian Signal Processing

Weifeng Liu, Puskal P. Pokharel, José C. Prı́ncipe · IEEE Transactions on Signal Processing · 2007 · 1.7K citations

Natural Sciences, Mathematics, Probability Theory +8