Abstract:In this article, we consider the problem of outlierrobust state estimation where the measurement noise can be correlated. Outliers in data arise due to many reasons like sensor malfunctioning, environmental behaviors, communication glitches, etc. Moreover, noise correlation emerges in several realworld applications e.g. sensor networks, radar data, GPS-based systems, etc. We consider these effects in system modeling which is subsequently used for inference. We employ the Expectation-Maximization (EM) framework… Show more
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