2015
DOI: 10.1109/jsen.2014.2384492
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Huber’s M-Estimation-Based Process Uncertainty Robust Filter for Integrated INS/GPS

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Cited by 111 publications
(62 citation statements)
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“…Because of its clearness and convenience in computer calculation, the Kalman filter has been the classical method in the filtering and estimation of Gaussian stochastic systems [28,29]. It is applied widely in target tracking [30], integrated navigation [31], communication signal processing [32], etc. Kalman filter introduces the state space description in the time domain, in which the estimated signal is set as the output of the stochastic linear system in the action of white noise.…”
Section: Kalman Filter and Its Improvementmentioning
confidence: 99%
“…Because of its clearness and convenience in computer calculation, the Kalman filter has been the classical method in the filtering and estimation of Gaussian stochastic systems [28,29]. It is applied widely in target tracking [30], integrated navigation [31], communication signal processing [32], etc. Kalman filter introduces the state space description in the time domain, in which the estimated signal is set as the output of the stochastic linear system in the action of white noise.…”
Section: Kalman Filter and Its Improvementmentioning
confidence: 99%
“…Because of vehicle’s maneuvering and external airflow impact, the condition of optimal estimation is difficult to ensure in practical applications, resulting in filtering accuracy decreasing or even filtering divergence. From the perspective of the approximate Bayesian estimation, the essence of the Huber filter is adding a weight matrix before the innovation, to truncate the average of filter innovations, thereby suppressing the effect of interference noise or outliers in system observation information and enhancing its robustness [ 22 , 31 , 32 ]. Assumed in a nonlinear system, the transformation innovation probability density based on the Huber cost function can be used to calculate the transformation innovation wherein is the autocorrelation covariance matrix of the observation, and are the actual observation and the predicted observation.…”
Section: Initial Alignment Algorithm For the Unmanned Vehiclementioning
confidence: 99%
“…7). Filter parameter N used in (12) and (14) was set to N = 5 which corresponds to the cut-off frequency fcut ≈ 18 Hz at the sampling rate 512 Hz. The absolute errors of the constant gain and the adaptive gain fusion are compared in Fig.…”
Section: B Sensor Fusion Experimentsmentioning
confidence: 99%
“…The secondary sensor may be much noisier and have slower response but its error has to be kept inside fixed bounds. A modification of the Kalman filter can be used as a [12]. We have proposed a heterogeneous sensor fusion method for one differential sensor and one absolute sensor which requires only minimum count of parameters independently from the measured system.…”
Section: Introductionmentioning
confidence: 99%