2011 | OriginalPaper | Buchkapitel
Outlier Rejection Methods for Robust Kalman Filtering
verfasst von : Du Yong Kim, Sang-Goog Lee, Moongu Jeon
Erschienen in: Future Information Technology
Verlag: Springer Berlin Heidelberg
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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.