Robust Kalman filtering based on Mahalanobis distance as outlier judging criterion

G Chang - Journal of Geodesy, 2014 - Springer
A robust Kalman filter scheme is proposed to resist the influence of the outliers in the
observations. Two kinds of observation error are studied, ie, the outliers in the actual …

Adaptively robust filtering for kinematic geodetic positioning

Y Yang, H He, G Xu - Journal of geodesy, 2001 - Springer
The Kalman filter has been applied extensively in the area of kinematic geodetic positioning.
The reliability of the linear filtering results, however, is reduced when the kinematic model …

Robust Kalman filter for rank deficient observation models

KR Koch, Y Yang - Journal of geodesy, 1998 - Springer
A robust Kalman filter is derived for rank deficient observation models. The datum for the
Kalman filter is introduced at the zero epoch by the choice of a generalized inverse. The …

An optimal adaptive Kalman filter

Y Yang, W Gao - Journal of Geodesy, 2006 - Springer
In a robustly adaptive Kalman filter, the key problem is to construct an adaptive factor to
balance the contributions of the kinematic model information and the measurements on the …

Robust M–M unscented Kalman filtering for GPS/IMU navigation

C Yang, W Shi, W Chen - Journal of Geodesy, 2019 - Springer
In this paper, a robust unscented Kalman filter (UKF) based on the generalized maximum
likelihood estimation (M-estimation) is proposed to improve the robustness of the integrated …

Adaptive Kalman filtering for INS/GPS

AH Mohamed, KP Schwarz - Journal of geodesy, 1999 - Springer
After reviewing the two main approaches of adaptive Kalman filtering, namely, innovation-
based adaptive estimation (IAE) and multiple-model-based adaptive estimation (MMAE), the …

Variational Bayesian-based robust cubature Kalman filter with application on SINS/GPS integrated navigation system

X Liu, X Liu, Y Yang, Y Guo, W Zhang - IEEE Sensors Journal, 2021 - ieeexplore.ieee.org
In this article, we focus on addressing the nonlinear filtering problem with unknown
measurement noise covariance and measurement outliers, which may be encountered in …

A hypothesis test-constrained robust Kalman filter for INS/GNSS integration with abnormal measurement

G Gao, B Gao, S Gao, G Hu… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
This paper presents a hypothesis test-constrained robust Kalman filter for INS/GNSS (inertial
navigation system/global navigation satellite system) integrated navigation in the presence …

Robust Kalman filtering with constraints: a case study for integrated navigation

Y Yang, W Gao, X Zhang - Journal of Geodesy, 2010 - Springer
When certain constraints in the kinematic state parameters of a multi-sensor navigation
system exist, they should be taken into account for the improvement of the positioning …

Maximum likelihood principle and moving horizon estimation based adaptive unscented Kalman filter

B Gao, S Gao, G Hu, Y Zhong, C Gu - Aerospace Science and Technology, 2018 - Elsevier
The classical unscented Kalman filter (UKF) requires prior knowledge on statistical
characteristics of system noises for state estimation of a nonlinear dynamic system. If the …