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Digitale Medien

Robust Kalman filter for rank deficient observation models (1998)

Koch, K. R. ; Yang, Y.

Springer

Journal of geodesy 72 (1998), S. 436-441

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Details

ISSN: 1432-1394

Schlagwort(e): Key words. Kalman filter ; Robust estimation ; Rank deficiency

Quelle: Springer Online Journal Archives 1860-2000

Thema: Architektur, Bauingenieurwesen, Vermessung

Notizen: 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.

Materialart: Digitale Medien

URL: http://dx.doi.org/10.1007/s001900050183

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