As far as i know there are three types of outliers:

- innovation outliers

- observation outliers

- structrual outliers

but i do not know what are differences between these three types exactly.

suppose the system model is:

zk= Hkxk+ek

xk=Fk-1xk-1+wk-1

i would appreciate if explain each of them and their differences using above model.

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