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Robust Variational-based Kalman Filter for Outlier Rejection with Correlated Measurements

Haoqing, Li and Medina, Daniel and Vilà-Valls, Jordi and Closas, Pau (2020) Robust Variational-based Kalman Filter for Outlier Rejection with Correlated Measurements. IEEE Transactions on Signal Processing (69), pp. 357-369. IEEE - Institute of Electrical and Electronics Engineers. doi: 10.1109/TSP.2020.3042944. ISSN 1053-587X.

[img] PDF - Postprint version (accepted manuscript)

Official URL: https://ieeexplore.ieee.org/document/9286419


State estimation is a fundamental task in many engineering fields, and therefore robust nonlinear filtering techniques able to cope with misspecified, uncertain and/or corrupted models must be designed for real-life applicability. In this contribution we explore nonlinear Gaussian filtering problems where measurements may be corrupted by outliers, and propose a new robust variational-based filtering methodology able to detect and mitigate their impact. This method generalizes previous contributions to the case of multiple outlier indicators for both independent and dependent observation models. An illustrative example is provided to support the discussion and show the performance improvement.

Item URL in elib:https://elib.dlr.de/139102/
Document Type:Article
Title:Robust Variational-based Kalman Filter for Outlier Rejection with Correlated Measurements
AuthorsInstitution or Email of AuthorsAuthor's ORCID iDORCID Put Code
Haoqing, LiUNSPECIFIEDhttps://orcid.org/0000-0001-6953-755XUNSPECIFIED
Medina, DanielUNSPECIFIEDhttps://orcid.org/0000-0002-1586-3269UNSPECIFIED
Vilà-Valls, JordiUNSPECIFIEDhttps://orcid.org/0000-0001-7858-4171UNSPECIFIED
Closas, PauUNSPECIFIEDhttps://orcid.org/0000-0002-5960-6600UNSPECIFIED
Date:8 December 2020
Journal or Publication Title:IEEE Transactions on Signal Processing
Refereed publication:Yes
Open Access:Yes
Gold Open Access:No
In ISI Web of Science:Yes
Page Range:pp. 357-369
EditorsEmailEditor's ORCID iDORCID Put Code
Publisher:IEEE - Institute of Electrical and Electronics Engineers
Keywords:Robust filtering, variational Bayes, outliers, heavy-tailed noise, correlated measurements
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:Space
HGF - Program Themes:Communication and Navigation
DLR - Research area:Raumfahrt
DLR - Program:R KN - Kommunikation und Navigation
DLR - Research theme (Project):R - Project Navigation 4.0 (old)
Location: Neustrelitz
Institutes and Institutions:Institute of Communication and Navigation > Nautical Systems
Deposited By: Medina, Daniel
Deposited On:14 Jan 2021 12:09
Last Modified:23 Feb 2021 11:59

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