Outlier-Robust Iterative Extended Kalman Filtering
组织者
演讲者
陶飏天择
时间
2023年03月03日 21:00 至 21:30
地点
Online
摘要
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 derives three algorithm variants. The derived filters are evaluated in a nonlinear system simulation study.