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    Outlier rejection methods for robust Kalman filtering

    Access Status
    Fulltext not available
    Authors
    Kim, Du Yong
    Lee, S.
    Jeon, M.
    Date
    2011
    Type
    Conference Paper
    
    Metadata
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    Citation
    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
    DOI
    10.1007/978-3-642-22333-4_41
    ISBN
    9783642223327
    School
    Department of Electrical and Computer Engineering
    URI
    http://hdl.handle.net/20.500.11937/56257
    Collection
    • Curtin Research Publications
    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.

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