A minimax game with a sigma-point-approximated ambiguity set yields robust nonlinear Kalman filters that outperform standard and robust competitors under model mismatch in the tested scenarios.
Nonlinear filtering method using a switching error model for outlier-contaminated observations,
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A robust approach to sigma point Kalman filtering
A minimax game with a sigma-point-approximated ambiguity set yields robust nonlinear Kalman filters that outperform standard and robust competitors under model mismatch in the tested scenarios.