An adaptive loss function for nonlinear MHE adapts its shape to outliers in a few iterations and behaves like L2 loss on clean measurements.
Industrial & Engineering Chemistry Research 44(8), 2451–2460 (2005)
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Deterministic ISS bounds induce high-probability error tubes when aggregated disturbances satisfy an ess-sup probabilistic envelope, via quadratic Lyapunov conditions specialized to positive systems.
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Outlier-Robust Nonlinear Moving Horizon Estimation using Adaptive Loss Functions
An adaptive loss function for nonlinear MHE adapts its shape to outliers in a few iterations and behaves like L2 loss on clean measurements.
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High-Probability ISS Tubes for Continuous-Time State Estimation
Deterministic ISS bounds induce high-probability error tubes when aggregated disturbances satisfy an ess-sup probabilistic envelope, via quadratic Lyapunov conditions specialized to positive systems.