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Maiz, Cristina S; Molanes-Lopez, Elisa M; Miguez, Joaquin; Djuric, Petar M

A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers Journal Article

IEEE Transactions on Signal Processing, 60 (9), pp. 4611–4627, 2012, ISSN: 1053-587X.

Abstract | Links | BibTeX | Tags: Kalman filters, Mathematical model, nonlinear state space model, Outlier detection, prediction theory, predictive distribution, Probability density function, State-space methods, state-space models, statistical distributions, Target tracking, time serie processing, Vectors, Yttrium


Maiz, Cristina S; Miguez, Joaquin; Djuric, Petar M

Particle Filtering in the Presence of Outliers Inproceedings

2009 IEEE/SP 15th Workshop on Statistical Signal Processing, pp. 33–36, IEEE, Cardiff, 2009, ISBN: 978-1-4244-2709-3.

Abstract | Links | BibTeX | Tags: computer simulations, Degradation, Filtering, multidimensional random variates, Multidimensional signal processing, Multidimensional systems, Nonlinear tracking, Outlier detection, predictive distributions, Signal processing, signal processing tools, signal-power observations, spatial depth, statistical analysis, statistical distributions, statistics, Target tracking, Testing