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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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ISSN: 1432-1394

Keywords: Key words. Kalman filter ; Robust estimation ; Rank deficiency

Source: Springer Online Journal Archives 1860-2000

Topics: Architecture, Civil Engineering, Surveying

Notes: 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.

Type of Medium: Electronic Resource

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

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