BIMSA > Seminar on Control Theory and Nonlinear Filtering Outlier-Robust Iterative Extended Kalman Filtering
Outlier-Robust Iterative Extended Kalman Filtering
Organizer
Shing Toung Yau
Speaker
Yangtianze Tao
Time
Monday, May 22, 2023 4:00 PM - 4:30 PM
Venue
数学系理科楼A-203
Abstract
In this presentation, we develop a novel outlier-robust iterative extended Kalman filtering (IEKF) framework based on nonlinear regression formulation called OR-IEKF. A new Kalman-type update step with reweighted prediction covariance and reweighted observation noise covariance is produced under the OR-IEKF framework, which could cut off the large outliers in observation noise. By using various robust cost functions to solve such special nonlinear regression problems, we derive three algorithm variants. The derived filters are evaluated in a nonlinear system simulation study.