M-estimate Based Kalman Filter with Immunity to Outliers
Pang Xiao-nan
Abstract
Pang Xiao-nan
Abstract
The influence of the outliers on the Kalman filter is analyzed.A method based on M-estimate dealing with outliers is proposed.The method has the immunity to not only single outlier but also a mass of outliers.Simulation test has validated this method.
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The influence of the outliers on the Kalman filter is analyzed.A method based on M-estimate dealing with outliers is proposed.The method has the immunity to not only single outlier but also a mass of outliers.Simulation test has validated this method.
Key concepts: Outlier, Kalman filter, Extended Kalman filter, Computer science, Filter (signal processing), Invariant extended Kalman filter, Fast Kalman filter, Mathematics