3 papers
stat.ME2020
Coloured Tobit Kalman Filter
Kostas Loumponias
This paper deals with the Tobit Kalman filtering (TKF) process when the one-dimensional measurements are censored and the noises of the state-space model are coloured. Two improvem…
eess.SP2020
Kalman Filtering With Censored Measurements
Kostas Loumponias, George Tsaklidis
This paper concerns Kalman filtering when the measurements of the process are censored. The censored measurements are addressed by the Tobit model of Type I and are one-dimensional…
eess.SP2019
An Improved Tobit Kalman Filter with Adaptive Censoring Limits
Kostas Loumponias, Nicholas Vretos, George Tsaklidis +1
This paper deals with the Tobit Kalman filtering (TKF) process when the measurements are correlated and censored. The case of interval censoring, i.e., the case of measurements whi…