M-estimate based robust Kalman filter with application to integrated navigation

被引：0

作者：

Zhang Xiao-fang ^{[1
]}

Wang De-chun ^{[1
]}

机构：

[1] Navy Submarine Acad, Qingdao 266071, Peoples R China

来源：

PROCEEDINGS OF 2005 CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1 AND 2 | 2005年

关键词：

Kalman filter; outlier; M-estimate; robust estimate;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. The stability of the filter is kept when outliers occur. The simulation shows the effectiveness of the method.

引用

页码：709 / +

页数：4