Robust Kalman filter for rank deficient observation models

DOI10.1007/S001900050183zbMATH Open0999.86013OpenAlexW2034824933MaRDI QIDQ697218FDOQ697218

Authors M. C. Fu 

Publication date 26 October 2002

Published in Journal of Geodesy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001900050183

zbMATH Keywords

Kalman filterrobust estimationrank deficiency

Mathematics Subject Classification ID

Geodesy, mapping problems (86A30) Filtering in stochastic control theory (93E11)

Recommendations

• M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
• Approaches for the robustification of Kalman filters
• Robust recursive estimation for correlated observations
• Kalman filter with outliers and missing observations
• On robust Kalman filtering

Cited In (10)

• Outlier-robust Kalman filtering framework based on statistical similarity measure
• Virtual observation robust Kalman filter algorithm with missing measurement
• Fast same-step forecast in SUTSE model and its theoretical properties
• The detection and correction of gross error in observed values for the Kalman filter
• M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
• Robust Kalman filter and smoother for errors-in-variables state space models with observation outliers based on the minimum-covariance determinant estimator
• Random sample consensus in decentralized Kalman filter
• Robust estimation based on the least absolute deviations method and the Kalman filter
• Robust Kalman tracking and smoothing with propagating and non-propagating outliers
• An optimal adaptive Kalman filter

This page was built for publication: Robust Kalman filter for rank deficient observation models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q697218)