BIMSA > Seminar on Control Theory and Nonlinear Filtering Outlier-Robust Filtering Based on Robust Similarity Measure
Outlier-Robust Filtering Based on Robust Similarity Measure
Organizer
Shing Toung Yau
Speaker
Yangtianze Tao
Time
Tuesday, January 31, 2023 9:00 PM - 9:30 PM
Venue
Online
Abstract
In this presentation, we develop a novel outlier-robust Kalman-type filtering framework based on robust similarity measure induced nonlinear regression. This framework reveals the interesting relations existing in current popular robust Kalman-type filters, i.e, Huber-based filter, maximum correntropy based filter.