Robust Kalman Filter based on a generalized maximum-likelihood-type estimator

IEEE Transactions on Signal Processing

Volumn 58, Issue 5, 2010, Pages 2509-2520

  Gandhi, Mital A ^a   Mili, Lamine ^b  

^a LOCKHEED MARTIN   (United States)

^b VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

Author keywords

Impulsive noise; Kalman filter; Non Gaussian filter; Outliers; Prewhitening; Robust statistics

Indexed keywords

BREAKDOWN POINTS; DISCRETE LINEAR SYSTEMS; GENERALIZED MAXIMUM LIKELIHOOD; HUBER FUNCTION; IMPULSIVE NOISE; INFLUENCE FUNCTIONS; ITERATIVELY REWEIGHTED LEAST SQUARES; NOISE DISTRIBUTION; NON-GAUSSIAN; OBSERVATION NOISE; PREWHITENING; ROBUST FILTERS; ROBUST STATISTICS; ROBUST WEIGHT; SIMULATION RESULT; STATISTICAL EFFICIENCY;

COVARIANCE MATRIX; GAUSSIAN NOISE (ELECTRONIC); IMPULSE NOISE; KALMAN FILTERS; LINEAR SYSTEMS; MAXIMUM LIKELIHOOD ESTIMATION; SCALES (WEIGHING INSTRUMENTS); SYNTHETIC APERTURE SONAR;

ESTIMATION;

EID: 77951186423     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2009.2039731     Document Type: Article

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