M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models

DOI10.1007/s11071-015-1953-0zbMath1351.93153OpenAlexW1995686867MaRDI QIDQ2520644

Yanyan Li

Publication date: 16 December 2016

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-015-1953-0

zbMATH Keywords

robustnessinfluence functionKalman filteroutlierM-estimatornon-Gaussian distribution

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

Robust estimation based on the least absolute deviations method and the Kalman filter ⋮ Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering ⋮ Huber-based adaptive unscented Kalman filter with non-Gaussian measurement noise

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