RobustEstDev

Re-writing most robust estimation schemes through the lens of covariance estimation when attempting the find the set of states that maximize the a posteriori estimate.

Tasks:

[ ] Derivation of Robust Estimators as Covariance Estimation

M-Estimators
- [] Redescending.
- [] Non-redescending
Switchable Constraints
- [] Lifted Optimization in general.
All E-M based techniques

Posts:

Oct 5, 2018 • Ryan Watson • robustEstDev Cauchy M-estimator
Derivation of Cauchy M-Estimator