Outlier rejection methods for robust Kalman filtering
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Authors
Kim, Du Yong
Lee, S.
Jeon, M.
Date
2011Type
Conference Paper
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Kim, D.Y. and Lee, S. and Jeon, M. 2011. Outlier rejection methods for robust Kalman filtering, pp. 316-322.
Source Title
Communications in Computer and Information Science
ISBN
School
Department of Electrical and Computer Engineering
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Abstract
In this paper we discuss efficient methods of the state estimation which are robust against unknown outlier measurements. Unlike existing Kalman filters, we relax the Gaussian assumption of noises to allow sparse outliers. By doing so spikes in channels, sensor failures, or intentional jamming can be effectively avoided in practical applications. Two approaches are suggested: median absolute deviation (MAD) and L 1 -norm regularized least squares (L 1 -LS). Through a numerical example two methods are tested and compared. © 2011 Springer-Verlag.