Outlier-robust Kalman Filter in the Presence of Correlated Measurements

11/26/2020
by   Hongwei Wang, et al.
0

We consider the robust filtering problem for a state-space model with outliers in correlated measurements. We propose a new robust filtering framework to further improve the robustness of conventional robust filters. Specifically, the measurement fitting error is processed separately during the reweighting procedure, which differs from existing solutions where a jointly processed scheme is involved. Simulation results reveal that, under the same setup, the proposed method outperforms the existing robust filter when the outlier-contaminated measurements are correlated, while it has the same performance as the existing one in the presence of uncorrelated measurements since these two types of robust filters are equivalent under such a circumstance.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
06/30/2019

An outlier-robust Kalman filter with mixture correntropy

We consider the robust filtering problem for a nonlinear state-space mod...
research
09/22/2019

Outlier-Detection Based Robust Information Fusion for Networked Systems

We consider state estimation for networked systems where measurements fr...
research
10/02/2018

Analysis of Robust Functions for Registration Algorithms

Registration accuracy is influenced by the presence of outliers and nume...
research
10/12/2019

A Computational Theory of Robust Localization Verifiability in the Presence of Pure Outlier Measurements

The problem of localizing a set of nodes from relative pairwise measurem...
research
07/30/2020

Coloured Tobit Kalman Filter

This paper deals with the Tobit Kalman filtering (TKF) process when the ...
research
10/12/2022

Outlier-Insensitive Kalman Filtering Using NUV Priors

The Kalman filter (KF) is a widely-used algorithm for tracking the laten...
research
11/14/2019

An Improved Tobit Kalman Filter with Adaptive Censoring Limits

This paper deals with the Tobit Kalman filtering (TKF) process when the ...

Please sign up or login with your details

Forgot password? Click here to reset