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Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Robust Kalman filter for rank deficient observation models
Abstract. A robust Kalman filter is derived for rank deficient observation models. The datum for the Kalman filter is introduced at the zero epoch by the choice of a generalized inverse. The robust filter is obtained by Bayesian statistics and by applying a robust M-estimate. Outliers are not only looked for in the observations but also in the updated parameters. The ability of the robust Kalman filter to detect outliers is demonstrated by an example.
Robust Kalman filter for rank deficient observation models
Abstract. A robust Kalman filter is derived for rank deficient observation models. The datum for the Kalman filter is introduced at the zero epoch by the choice of a generalized inverse. The robust filter is obtained by Bayesian statistics and by applying a robust M-estimate. Outliers are not only looked for in the observations but also in the updated parameters. The ability of the robust Kalman filter to detect outliers is demonstrated by an example.
Robust Kalman filter for rank deficient observation models
Koch, K. R. (Autor:in) / Yang, Y. (Autor:in)
Journal of Geodesy ; 72
1998
Aufsatz (Zeitschrift)
Englisch
BKL:
38.73
Geodäsie
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