Related papers: Outlier-robust Kalman filters with mixture corrent…
In this paper, we propose a robust Kalman filtering framework for systems with probabilistic uncertainty in system parameters. We consider two cases, namely discrete time systems, and continuous time systems with discrete measurements. The…
This paper addresses the problem of robust fault detection filtering for linear time-varying (LTV) systems with non-Gaussian noise and additive faults. The conventional generalized likelihood ratio (GLR) method utilizes the Kalman filter,…
Impulsed noise outliers are data points that differs significantly from other observations.They are generally removed from the data set through local regression or Kalman filter algorithm.However, these methods, or their generalizations,…
We consider a robust state space filtering problem in the case that the transition probability density is unknown and possibly degenerate. The resulting robust filter has a Kalman-like structure and solves a minimax game: the nature selects…
Considering a common case where measurements are obtained from independent sensors, we present a novel outlier-robust filter for nonlinear dynamical systems in this work. The proposed method is devised by modifying the measurement model and…
This paper develops a robust extended Kalman filter to estimate the rotor angles and the rotor speeds of synchronous generators of a multimachine power system. Using a batch-mode regression form, the filter processes together predicted…
The maximum correntropy criterion (MCC) methodology is recognized to be a robust filtering strategy with respect to outliers and shown to outperform the classical Kalman filter (KF) for estimation accuracy in the presence of non-Gaussian…
Many sensors, such as range, sonar, radar, GPS and visual devices, produce measurements which are contaminated by outliers. This problem can be addressed by using fat-tailed sensor models, which account for the possibility of outliers.…
Disturbance observers have been attracting continuing research efforts and are widely used in many applications. Among them, the Kalman filter-based disturbance observer is an attractive one since it estimates both the state and the…
This letter explores covariance matching-based adaptive robust cubature Kalman filter (CMRACKF). In this method, the innovation sequence is used to determine the covariance matrix of measurement noise that can overcome the limitation of…
Adversarially robust training has been shown to reduce the susceptibility of learned models to targeted input data perturbations. However, it has also been observed that such adversarially robust models suffer a degradation in accuracy when…
Here we revisit the classic problem of linear quadratic estimation, i.e. estimating the trajectory of a linear dynamical system from noisy measurements. The celebrated Kalman filter gives an optimal estimator when the measurement noise is…
This paper presents a novel filter with low computational demand to address the problem of orientation estimation of a robotic platform. This is conventionally addressed by extended Kalman filtering of measurements from a sensor suit which…
We propose a new robust filtering paradigm considering the situation in which model uncertainty, described through an ambiguity set, is present only in the observations. We derive the corresponding robust estimator, referred to as…
This paper develops an underwater navigation solution that utilizes a strapdown inertial navigation system (SINS) and fuses a set of auxiliary sensors such as an acoustic positioning system, Doppler velocity log, depth meter, attitude…
The unscented transformation (UT) is an efficient method to solve the state estimation problem for a non-linear dynamic system, utilizing a derivative-free higher-order approximation by approximating a Gaussian distribution rather than…
Recursive estimation of nonlinear dynamical systems is an important problem that arises in several engineering applications. Consistent and accurate propagation of uncertainties is important to ensuring good estimation performance. It is…
In this paper, we study the robust subspace clustering problem, which aims to cluster the given possibly noisy data points into their underlying subspaces. A large pool of previous subspace clustering methods focus on the graph construction…
State estimation of dynamical systems from noisy observations is a fundamental task in many applications. It is commonly addressed using the linear Kalman filter (KF), whose performance can significantly degrade in the presence of outliers…
This paper suggests a few novel Cholesky-based square-root algorithms for the maximum correntropy criterion Kalman filtering. In contrast to the previously obtained results, new algorithms are developed in the so-called {\it condensed} form…