RobKF

Innovative and/or Additive Outlier Robust Kalman Filtering

CRAN Package

Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) and Agamennoni et al. (2018) , the innovative outlier robust filter of Ruckdeschel et al. (2014) , as well as the innovative and additive outlier robust filter of Fisch et al. (2020) .


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  • Imports5 packages
  • Linking To2 packages